-55.1%
BBWI vs TRU
+243.6%
-298.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +12.9% | +21.3% | -8.4% | +2.3% |
| 3M | +16.0% | +0.2% | +15.8% | +14.9% |
| 6M | +16.6% | +22.4% | -5.8% | +3.5% |
| YTD | +9.7% | -4.8% | +14.6% | +8.9% |
| 1Y | +1.5% | -0.2% | +1.7% | -1.8% |
| 3Y | -21.4% | +57.9% | -79.3% | -42.6% |
| 5Y | -67.6% | -26.1% | -41.4% | -65.8% |
| 10Y | -46.8% | +184.8% | -231.6% | -64.9% |
| All | -55.1% | +243.6% | -298.7% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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