-67.7%
BBWI vs REPL
-35.6%
-32.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.0% | -11.3% | -3.4% |
| 7D | -6.2% | +22.8% | -29.0% | -6.5% |
| 30D | +19.9% | +63.8% | -43.9% | +19.0% |
| 3M | +7.1% | +68.1% | -61.0% | +6.2% |
| 6M | +13.7% | +528.5% | -514.8% | +7.9% |
| YTD | +9.6% | +122.4% | -112.8% | +5.3% |
| 1Y | -1.6% | +154.4% | -156.0% | -5.9% |
| 3Y | -25.9% | +68.0% | -93.9% | -37.7% |
| All | -67.7% | -35.6% | -32.0% | -68.5% |
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