+592.1%
BBWI vs SPY
+3,091.8%
-2,499.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -5.2% | +0.1% | -5.2% | -5.3% |
| 3M | +11.1% | +2.0% | +9.1% | +8.4% |
| 6M | -13.4% | +13.0% | -26.4% | -24.7% |
| YTD | +0.1% | +13.5% | -13.4% | -13.3% |
| 1Y | -36.1% | +20.0% | -56.1% | -47.8% |
| 3Y | -44.1% | +77.2% | -121.3% | -70.1% |
| 5Y | -66.2% | +81.9% | -148.1% | -82.0% |
| 10Y | -54.8% | +314.1% | -368.8% | -89.4% |
| All | +592.1% | +3,091.8% | -2,499.7% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling