-43.4%
BBWI vs TW
+21.9%
-65.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -3.1% |
| 7D | +1.6% | -3.5% | +5.0% | +1.6% |
| 30D | -6.2% | +0.5% | -6.7% | -6.2% |
| 3M | +4.3% | +4.9% | -0.6% | +4.3% |
| 6M | -7.2% | -17.1% | +9.9% | -6.0% |
| YTD | -3.0% | -3.9% | +0.8% | -3.3% |
| 1Y | -30.8% | -13.3% | -17.5% | -30.1% |
| 3Y | -43.4% | +20.9% | -64.3% | -47.3% |
| All | -43.4% | +21.9% | -65.3% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling