+4.1%
BBWI vs MKTX
+5.4%
-1.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.1% |
| 7D | +8.8% | +0.5% | +8.3% | +8.8% |
| 30D | +34.8% | +1.0% | +33.9% | +34.8% |
| 3M | +12.9% | +2.5% | +10.4% | +12.8% |
| 6M | +29.6% | +8.0% | +21.6% | +26.7% |
| YTD | +20.8% | -7.3% | +28.0% | +20.0% |
| 1Y | +4.1% | +4.7% | -0.6% | -2.3% |
| All | +4.1% | +5.4% | -1.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling