-45.3%
BBWI vs SM
+4.2%
-49.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -4.2% | -19.5% | +15.3% | -1.0% |
| 30D | +24.9% | -20.2% | +45.1% | +29.0% |
| 3M | +13.2% | -6.5% | +19.7% | +13.2% |
| 6M | +12.1% | +1.6% | +10.6% | +8.8% |
| YTD | +11.1% | +61.2% | -50.2% | -2.6% |
| 1Y | +0.7% | +65.4% | -64.6% | -12.1% |
| 3Y | -23.8% | -13.0% | -10.7% | -26.7% |
| 5Y | -66.9% | -4.3% | -62.7% | -70.0% |
| 10Y | -45.3% | +3.0% | -48.4% | -70.8% |
| All | -45.3% | +4.2% | -49.5% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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