-47.7%
BBWI vs SPY
+307.0%
-354.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +2.0% |
| 7D | +0.1% | +2.6% | -2.5% | -3.4% |
| 30D | +12.9% | -2.0% | +14.9% | +15.9% |
| 3M | +16.0% | -2.8% | +18.8% | +20.4% |
| 6M | +16.6% | +2.1% | +14.5% | +12.8% |
| YTD | +9.7% | +11.5% | -1.7% | -6.0% |
| 1Y | +1.5% | +13.5% | -12.0% | -14.7% |
| 3Y | -21.4% | +77.7% | -99.1% | -64.5% |
| 5Y | -67.6% | +72.6% | -140.2% | -84.4% |
| All | -47.7% | +307.0% | -354.7% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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