-67.0%
BBWI vs MKTX
-60.5%
-6.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | -0.3% | +40.8% | -41.1% | -5.3% |
| 6M | -5.4% | -8.0% | +2.6% | -4.6% |
| YTD | -4.7% | -8.7% | +4.0% | -3.9% |
| 1Y | -30.5% | -11.8% | -18.6% | -29.5% |
| 3Y | -44.3% | -24.0% | -20.3% | -44.2% |
| All | -67.0% | -60.5% | -6.5% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling