+4.8%
BBWI vs REPL
+37.4%
-32.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.9% | -3.0% |
| 7D | -4.5% | +9.8% | -14.3% | -5.0% |
| 30D | +17.1% | +81.5% | -64.4% | +13.4% |
| 3M | +17.5% | +44.2% | -26.8% | +14.9% |
| 6M | +12.8% | +437.4% | -424.6% | -2.5% |
| YTD | +8.2% | +126.1% | -118.0% | -5.1% |
| 1Y | -1.8% | +143.1% | -144.9% | -14.4% |
| 3Y | -25.8% | +97.8% | -123.6% | -49.8% |
| 5Y | -68.0% | -34.3% | -33.8% | -74.9% |
| All | +4.8% | +37.4% | -32.6% | -42.8% |
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