+164.0%
BBWI vs MKTX
+1,445.7%
-1,281.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.6% | +0.4% | +1.1% | +1.5% |
| 30D | -6.2% | +1.0% | -7.2% | -6.4% |
| 3M | +4.3% | +41.3% | -36.9% | -5.8% |
| 6M | -7.2% | -11.3% | +4.2% | -5.7% |
| YTD | -3.0% | -8.6% | +5.5% | -2.6% |
| 1Y | -30.8% | -11.1% | -19.7% | -30.0% |
| 3Y | -43.4% | -24.5% | -18.9% | -42.6% |
| 5Y | -66.7% | -61.4% | -5.3% | -60.2% |
| 10Y | -55.7% | +6.8% | -62.5% | -62.2% |
| All | +164.0% | +1,445.7% | -1,281.7% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling