-30.8%
BBWI vs REPL
+136.7%
-167.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -3.2% |
| 7D | +1.6% | -5.7% | +7.3% | +1.5% |
| 30D | -6.2% | +22.5% | -28.7% | -5.9% |
| 3M | +4.3% | +64.7% | -60.3% | +5.3% |
| 6M | -7.2% | +83.0% | -90.2% | -5.3% |
| YTD | -3.0% | +52.0% | -55.0% | -1.2% |
| 1Y | -30.8% | +144.5% | -175.3% | -28.0% |
| All | -30.8% | +136.7% | -167.5% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling