+8.2%
BBWI vs REPL
+39.1%
-31.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.7% |
| 7D | -6.2% | +14.2% | -20.4% | -6.8% |
| 30D | +25.5% | +65.9% | -40.4% | +22.1% |
| 3M | +8.0% | +84.6% | -76.6% | +4.2% |
| 6M | +12.7% | +446.9% | -434.2% | -2.7% |
| YTD | +11.6% | +129.0% | -117.4% | -2.1% |
| 1Y | -0.9% | +167.9% | -168.8% | -14.2% |
| 3Y | -22.7% | +93.9% | -116.6% | -47.4% |
| 5Y | -67.2% | -33.0% | -34.2% | -74.2% |
| All | +8.2% | +39.1% | -31.0% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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