-57.4%
BBWI vs SPY
+312.5%
-369.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -5.6% |
| 7D | -4.4% | -0.4% | -4.1% | -3.9% |
| 30D | -7.4% | -1.4% | -6.0% | -5.6% |
| 3M | -2.2% | +3.7% | -5.9% | -7.3% |
| 6M | -16.3% | +13.0% | -29.3% | -29.7% |
| YTD | -9.1% | +12.4% | -21.5% | -22.9% |
| 1Y | -34.5% | +18.5% | -53.1% | -48.2% |
| 3Y | -47.0% | +77.6% | -124.6% | -76.0% |
| 5Y | -68.8% | +81.7% | -150.5% | -86.0% |
| 10Y | -57.4% | +319.7% | -377.0% | -93.3% |
| All | -57.4% | +312.5% | -369.9% | -93.3% |
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