-5.7%
BBWI vs TW
+209.8%
-215.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -8.0% | -2.7% | -5.3% | -7.0% |
| 30D | -6.6% | -1.7% | -4.9% | -6.0% |
| 3M | -2.7% | +1.6% | -4.3% | -4.1% |
| 6M | -12.8% | -17.7% | +4.9% | -7.4% |
| YTD | -10.5% | -4.3% | -6.1% | -11.4% |
| 1Y | -35.3% | -13.1% | -22.2% | -33.5% |
| 3Y | -47.7% | +20.3% | -68.0% | -56.5% |
| 5Y | -68.9% | +22.0% | -90.8% | -75.0% |
| All | -5.7% | +209.8% | -215.6% | -50.1% |
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 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