-55.7%
BBWI vs QSR
+218.5%
-274.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | +1.5% | +2.4% | -0.9% | +0.1% |
| 30D | -5.2% | +7.6% | -12.8% | -9.5% |
| 3M | +11.1% | +12.6% | -1.5% | +3.0% |
| 6M | -13.4% | +14.4% | -27.7% | -20.7% |
| YTD | +0.1% | +19.6% | -19.5% | -11.1% |
| 1Y | -36.1% | +33.9% | -70.0% | -47.6% |
| 3Y | -44.1% | +27.1% | -71.2% | -53.8% |
| 5Y | -66.2% | +48.5% | -114.8% | -74.8% |
| 10Y | -54.8% | +126.2% | -181.0% | -73.7% |
| All | -55.7% | +218.5% | -274.2% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling