-68.9%
BBWI vs QSR
+40.6%
-109.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | -8.0% | -4.7% | -3.3% | -5.4% |
| 30D | -6.6% | +4.3% | -10.9% | -9.1% |
| 3M | -2.7% | +5.4% | -8.2% | -6.0% |
| 6M | -12.8% | +8.2% | -20.9% | -17.2% |
| YTD | -10.5% | +14.1% | -24.6% | -18.0% |
| 1Y | -35.3% | +28.1% | -63.4% | -45.5% |
| 3Y | -47.7% | +25.3% | -73.0% | -57.3% |
| 5Y | -68.9% | +40.4% | -109.3% | -78.5% |
| All | -68.9% | +40.6% | -109.5% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling