-56.2%
BBWI vs QSR
+135.2%
-191.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +6.0% |
| 7D | -4.8% | -4.0% | -0.8% | -2.0% |
| 30D | +3.5% | +2.8% | +0.7% | +1.4% |
| 3M | -0.3% | +5.1% | -5.4% | -4.1% |
| 6M | -5.4% | +8.8% | -14.2% | -11.4% |
| YTD | -4.7% | +14.8% | -19.6% | -14.5% |
| 1Y | -30.5% | +25.7% | -56.2% | -42.1% |
| 3Y | -44.3% | +27.5% | -71.9% | -55.8% |
| 5Y | -66.9% | +41.3% | -108.1% | -75.9% |
| All | -56.2% | +135.2% | -191.4% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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