-56.2%
BBWI vs MKTX
+5.0%
-61.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.4% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | +3.5% | +0.7% | +2.8% | +3.3% |
| 3M | -0.3% | +40.8% | -41.1% | -8.2% |
| 6M | -5.4% | -8.0% | +2.6% | -4.5% |
| YTD | -4.7% | -8.7% | +4.0% | -3.8% |
| 1Y | -30.5% | -11.8% | -18.6% | -29.3% |
| 3Y | -44.3% | -24.0% | -20.3% | -43.7% |
| 5Y | -66.9% | -60.3% | -6.6% | -60.7% |
| All | -56.2% | +5.0% | -61.3% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling