-66.8%
BBWI vs SM
+118.0%
-184.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -3.8% |
| 7D | +1.6% | -0.2% | +1.7% | +1.5% |
| 30D | -6.2% | +31.5% | -37.7% | -11.5% |
| 3M | +4.3% | +17.3% | -13.0% | -0.1% |
| 6M | -7.2% | +48.5% | -55.7% | -17.8% |
| YTD | -3.0% | +106.3% | -109.3% | -21.9% |
| 1Y | -30.8% | +47.3% | -78.1% | -39.3% |
| 3Y | -43.4% | -1.4% | -42.0% | -47.8% |
| All | -66.8% | +118.0% | -184.7% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling