+5.4%
BBWI vs TW
+221.1%
-215.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | +1.5% | -2.3% | +3.8% | +2.4% |
| 30D | -5.2% | +3.9% | -9.1% | -6.5% |
| 3M | +11.1% | +5.7% | +5.4% | +7.8% |
| 6M | -13.4% | -14.5% | +1.2% | -9.3% |
| YTD | +0.1% | -0.9% | +1.0% | -2.3% |
| 1Y | -36.1% | -13.5% | -22.6% | -33.9% |
| 3Y | -44.1% | +25.0% | -69.1% | -54.2% |
| 5Y | -66.2% | +22.7% | -88.9% | -72.8% |
| All | +5.4% | +221.1% | -215.7% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling