+604.9%
BBWI vs SM
+1,608.3%
-1,003.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.4% | +3.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -5.2% | +26.3% | -31.5% | -8.8% |
| 3M | +11.1% | +8.7% | +2.4% | +8.5% |
| 6M | -13.4% | +51.7% | -65.1% | -20.7% |
| YTD | +0.1% | +99.0% | -99.0% | -12.6% |
| 1Y | -36.1% | +34.6% | -70.7% | -40.7% |
| 3Y | -44.1% | -7.8% | -36.3% | -46.0% |
| 5Y | -66.2% | +104.8% | -171.0% | -72.1% |
| 10Y | -54.8% | +7.2% | -62.0% | -70.3% |
| All | +604.9% | +1,608.3% | -1,003.4% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling