-25.9%
BBWI vs REPL
+48.4%
-74.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.0% | -11.3% | -3.2% |
| 7D | -6.2% | +22.8% | -29.0% | -6.1% |
| 30D | +19.9% | +63.8% | -43.9% | +20.1% |
| 3M | +7.1% | +68.1% | -61.0% | +7.3% |
| 6M | +13.7% | +528.5% | -514.8% | +13.9% |
| YTD | +9.6% | +122.4% | -112.8% | +10.0% |
| 1Y | -1.6% | +154.4% | -156.0% | -1.3% |
| 3Y | -25.9% | +68.0% | -93.9% | -29.4% |
| All | -25.9% | +48.4% | -74.3% | -29.4% |
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