-68.8%
BBWI vs TW
+20.0%
-88.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.3% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | -7.4% | -0.6% | -6.8% | -7.2% |
| 3M | -2.2% | +3.4% | -5.6% | -3.4% |
| 6M | -16.3% | -18.4% | +2.1% | -12.2% |
| YTD | -9.1% | -3.9% | -5.2% | -9.8% |
| 1Y | -34.5% | -13.3% | -21.2% | -32.8% |
| 3Y | -47.0% | +20.8% | -67.8% | -55.6% |
| 5Y | -68.8% | +20.3% | -89.1% | -74.6% |
| All | -68.8% | +20.0% | -88.9% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling