-8.9%
BBWI vs FIVE
+868.1%
-877.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +0.6% |
| 7D | +1.5% | +4.3% | -2.8% | -0.3% |
| 30D | -5.2% | +12.5% | -17.7% | -10.3% |
| 3M | +11.1% | +31.2% | -20.1% | -2.3% |
| 6M | -13.4% | +14.4% | -27.7% | -20.1% |
| YTD | +0.1% | +33.9% | -33.8% | -13.9% |
| 1Y | -36.1% | +65.1% | -101.2% | -50.3% |
| 3Y | -44.1% | +49.0% | -93.1% | -58.8% |
| 5Y | -66.2% | +30.3% | -96.5% | -74.1% |
| 10Y | -54.8% | +481.1% | -535.9% | -79.3% |
| All | -8.9% | +868.1% | -877.1% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling