+668.0%
BBWI vs SPY
+3,015.5%
-2,347.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -4.2% | -0.6% | -3.7% | -3.5% |
| 30D | +24.9% | -3.7% | +28.5% | +30.2% |
| 3M | +13.2% | -2.7% | +16.0% | +16.8% |
| 6M | +12.1% | +2.2% | +9.9% | +9.3% |
| YTD | +11.1% | +10.8% | +0.2% | -1.1% |
| 1Y | +0.7% | +11.2% | -10.5% | -10.2% |
| 3Y | -23.8% | +76.5% | -100.2% | -59.1% |
| 5Y | -66.9% | +72.9% | -139.9% | -81.4% |
| 10Y | -45.3% | +304.8% | -350.2% | -86.9% |
| All | +668.0% | +3,015.5% | -2,347.5% | -73.6% |
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