+15.5%
BBWI vs TW
+301.3%
-285.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.2% |
| 7D | +0.1% | +3.9% | -3.8% | -1.3% |
| 30D | +12.9% | +19.9% | -7.1% | +5.4% |
| 3M | +16.0% | +25.9% | -10.0% | +6.3% |
| 6M | +16.6% | +21.1% | -4.5% | +7.2% |
| YTD | +9.7% | +23.9% | -14.2% | -1.5% |
| 1Y | +1.5% | +21.2% | -19.7% | -8.1% |
| 3Y | -21.4% | +44.8% | -66.1% | -38.3% |
| 5Y | -67.6% | +41.4% | -109.0% | -74.9% |
| All | +15.5% | +301.3% | -285.8% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling