-56.2%
BBWI vs RRC
+4.9%
-61.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +7.9% | +6.8% |
| 7D | -4.8% | -1.8% | -3.0% | -4.4% |
| 30D | +3.5% | +2.7% | +0.8% | +2.9% |
| 3M | -0.3% | +8.8% | -9.1% | -2.6% |
| 6M | -5.4% | -1.2% | -4.2% | -6.2% |
| YTD | -4.7% | +17.6% | -22.3% | -9.7% |
| 1Y | -30.5% | +18.4% | -48.9% | -34.3% |
| 3Y | -44.3% | +33.1% | -77.4% | -49.6% |
| 5Y | -66.9% | +148.2% | -215.1% | -75.1% |
| All | -56.2% | +4.9% | -61.1% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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