-36.9%
BBWI vs RNG
+327.7%
-364.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +3.6% |
| 7D | +1.5% | +5.8% | -4.3% | +0.3% |
| 30D | -5.2% | +19.6% | -24.8% | -8.7% |
| 3M | +11.1% | +67.0% | -55.9% | -1.1% |
| 6M | -13.4% | +88.4% | -101.7% | -26.1% |
| YTD | +0.1% | +155.5% | -155.4% | -21.1% |
| 1Y | -36.1% | +141.7% | -177.8% | -49.2% |
| 3Y | -44.1% | +131.1% | -175.2% | -56.4% |
| 5Y | -66.2% | -70.6% | +4.3% | -65.7% |
| 10Y | -54.8% | +228.2% | -283.0% | -68.8% |
| All | -36.9% | +327.7% | -364.7% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling