-47.7%
BBWI vs RNG
+234.5%
-282.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.6% |
| 7D | +0.1% | +4.6% | -4.5% | -0.8% |
| 30D | +12.9% | +0.4% | +12.5% | +12.5% |
| 3M | +16.0% | +11.4% | +4.6% | +12.6% |
| 6M | +16.6% | +95.7% | -79.1% | -1.8% |
| YTD | +9.7% | +162.9% | -153.1% | -16.0% |
| 1Y | +1.5% | +180.3% | -178.8% | -23.4% |
| 3Y | -21.4% | +188.3% | -209.7% | -42.6% |
| 5Y | -67.6% | -72.5% | +5.0% | -67.1% |
| All | -47.7% | +234.5% | -282.2% | -62.2% |
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