-42.5%
BBWI vs SM
-6.8%
-35.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.4% | +3.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -5.2% | +26.3% | -31.5% | -9.4% |
| 3M | +11.1% | +8.7% | +2.4% | +8.7% |
| 6M | -13.4% | +51.7% | -65.1% | -25.0% |
| YTD | +0.1% | +99.0% | -99.0% | -21.6% |
| 1Y | -36.1% | +34.6% | -70.7% | -43.0% |
| All | -42.5% | -6.8% | -35.7% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling