-36.1%
BBWI vs TW
-15.9%
-20.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +3.0% |
| 7D | +1.5% | -2.3% | +3.8% | +1.1% |
| 30D | -5.2% | +3.9% | -9.1% | -4.6% |
| 3M | +11.1% | +5.7% | +5.4% | +12.2% |
| 6M | -13.4% | -14.5% | +1.2% | -13.4% |
| YTD | +0.1% | -0.9% | +1.0% | -0.1% |
| 1Y | -36.1% | -13.5% | -22.6% | -34.1% |
| All | -36.1% | -15.9% | -20.2% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling