+4.1%
BBWI vs TW
+20.8%
-16.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +4.2% |
| 7D | +8.8% | +6.0% | +2.8% | +9.4% |
| 30D | +34.8% | +18.6% | +16.3% | +37.2% |
| 3M | +12.9% | +26.5% | -13.6% | +16.3% |
| 6M | +29.6% | +13.1% | +16.5% | +30.5% |
| YTD | +20.8% | +18.5% | +2.2% | +23.6% |
| 1Y | +4.1% | +21.7% | -17.6% | +5.5% |
| All | +4.1% | +20.8% | -16.7% | +5.5% |
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