-57.4%
BBWI vs SM
+16.0%
-73.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.4% |
| 7D | -4.4% | -0.2% | -4.2% | -4.5% |
| 30D | -7.4% | +20.3% | -27.7% | -10.4% |
| 3M | -2.2% | +22.9% | -25.1% | -6.8% |
| 6M | -16.3% | +47.8% | -64.1% | -23.9% |
| YTD | -9.1% | +107.5% | -116.6% | -22.8% |
| 1Y | -34.5% | +51.7% | -86.3% | -41.2% |
| 3Y | -47.0% | -0.9% | -46.1% | -49.8% |
| 5Y | -68.8% | +112.2% | -181.1% | -75.1% |
| 10Y | -57.4% | +20.3% | -77.7% | -77.8% |
| All | -57.4% | +16.0% | -73.3% | -77.8% |
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