+987.7%
BBWI vs RRC
+1,202.2%
-214.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | +1.5% | +1.3% | +0.2% | +1.3% |
| 30D | -5.2% | +10.1% | -15.3% | -6.2% |
| 3M | +11.1% | +4.0% | +7.1% | +10.4% |
| 6M | -13.4% | +1.6% | -15.0% | -13.9% |
| YTD | +0.1% | +19.7% | -19.6% | -2.5% |
| 1Y | -36.1% | +21.4% | -57.5% | -37.9% |
| 3Y | -44.1% | +29.7% | -73.8% | -46.3% |
| 5Y | -66.2% | +153.9% | -220.1% | -70.3% |
| 10Y | -54.8% | +10.8% | -65.6% | -61.4% |
| All | +987.7% | +1,202.2% | -214.5% | +743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling