-48.5%
BBWI vs RBA
+204.3%
-252.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.3% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | +17.1% | +6.8% | +10.3% | +13.6% |
| 3M | +17.5% | +9.5% | +8.0% | +12.4% |
| 6M | +12.8% | -8.2% | +21.0% | +16.3% |
| YTD | +8.2% | -7.7% | +15.9% | +10.1% |
| 1Y | -1.8% | -6.9% | +5.1% | -0.2% |
| 3Y | -25.8% | +61.6% | -87.4% | -43.2% |
| 5Y | -68.0% | +44.7% | -112.7% | -75.3% |
| All | -48.5% | +204.3% | -252.7% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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