-21.4%
BBWI vs REPL
+97.7%
-119.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | +12.9% | +92.2% | -79.3% | +13.1% |
| 3M | +16.0% | +44.1% | -28.1% | +16.1% |
| 6M | +16.6% | +313.0% | -296.4% | +17.0% |
| YTD | +9.7% | +125.2% | -115.5% | +10.2% |
| 1Y | +1.5% | +143.8% | -142.3% | +1.9% |
| 3Y | -21.4% | +104.2% | -125.5% | -26.9% |
| All | -21.4% | +97.7% | -119.1% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling