-65.9%
BBWI vs REPL
-54.3%
-11.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +2.9% |
| 7D | +1.5% | -3.0% | +4.5% | +1.5% |
| 30D | -5.2% | +27.1% | -32.3% | -5.6% |
| 3M | +11.1% | +52.4% | -41.3% | +9.4% |
| 6M | -13.4% | +107.4% | -120.8% | -17.1% |
| YTD | +0.1% | +54.7% | -54.6% | -3.4% |
| 1Y | -36.1% | +158.9% | -195.0% | -40.6% |
| 3Y | -44.1% | -23.7% | -20.4% | -48.9% |
| All | -65.9% | -54.3% | -11.6% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling