-67.7%
BBWI vs SM
-11.5%
-56.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.2% | -3.4% |
| 7D | -6.2% | -25.9% | +19.7% | -1.6% |
| 30D | +19.9% | -15.1% | +35.1% | +22.5% |
| 3M | +7.1% | +4.9% | +2.3% | +4.2% |
| 6M | +13.7% | +6.1% | +7.5% | +8.2% |
| YTD | +9.6% | +63.4% | -53.8% | -9.0% |
| 1Y | -1.6% | +72.5% | -74.1% | -19.6% |
| 3Y | -25.9% | -16.9% | -9.0% | -30.2% |
| All | -67.7% | -11.5% | -56.1% | -70.6% |
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