-66.7%
BBWI vs RGEN
-42.7%
-24.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +1.6% | -0.9% | +2.4% | +1.8% |
| 30D | -6.2% | +2.8% | -9.0% | -7.3% |
| 3M | +4.3% | +34.5% | -30.1% | -5.6% |
| 6M | -7.2% | +40.5% | -47.6% | -17.6% |
| YTD | -3.0% | +2.8% | -5.9% | -5.8% |
| 1Y | -30.8% | +39.6% | -70.4% | -39.2% |
| 3Y | -43.4% | +4.4% | -47.8% | -48.2% |
| 5Y | -66.7% | -42.8% | -24.0% | -69.2% |
| All | -66.7% | -42.7% | -24.0% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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