-0.3%
BBWI vs FIVE
+822.5%
-822.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -6.2% | -0.3% | -5.9% | -6.0% |
| 30D | +19.9% | +17.7% | +2.3% | +11.9% |
| 3M | +7.1% | +4.0% | +3.2% | +4.9% |
| 6M | +13.7% | +2.6% | +11.0% | +10.0% |
| YTD | +9.6% | +27.6% | -18.0% | -3.8% |
| 1Y | -1.6% | +59.9% | -61.6% | -22.1% |
| 3Y | -25.9% | +35.8% | -61.6% | -43.0% |
| 5Y | -67.8% | +14.4% | -82.2% | -73.9% |
| 10Y | -43.5% | +576.1% | -619.6% | -74.5% |
| All | -0.3% | +822.5% | -822.8% | -58.6% |
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