-30.5%
BBWI vs NTRS
+51.4%
-81.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.3% | +6.0% |
| 7D | -4.8% | +1.4% | -6.2% | -5.3% |
| 30D | +3.5% | -0.7% | +4.1% | +3.7% |
| 3M | -0.3% | +11.3% | -11.6% | -4.5% |
| 6M | -5.4% | +35.5% | -40.9% | -18.4% |
| YTD | -4.7% | +40.6% | -45.3% | -18.8% |
| 1Y | -30.5% | +49.2% | -79.7% | -42.3% |
| All | -30.5% | +51.4% | -81.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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