-58.9%
BBWI vs RNG
+223.4%
-282.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -8.0% | -9.6% | +1.6% | -6.0% |
| 30D | -6.6% | +8.8% | -15.4% | -8.4% |
| 3M | -2.7% | +78.6% | -81.3% | -15.2% |
| 6M | -12.8% | +70.3% | -83.1% | -24.6% |
| YTD | -10.5% | +140.3% | -150.8% | -29.7% |
| 1Y | -35.3% | +126.6% | -162.0% | -48.7% |
| 3Y | -47.7% | +120.2% | -167.9% | -59.5% |
| 5Y | -68.9% | -68.3% | -0.6% | -68.8% |
| All | -58.9% | +223.4% | -282.3% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling