-58.9%
BBWI vs USFR
+28.0%
-86.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -8.0% | +0.1% | -8.1% | -8.2% |
| 30D | -6.6% | +0.3% | -6.9% | -7.2% |
| 3M | -2.7% | +1.0% | -3.7% | -4.6% |
| 6M | -12.8% | +1.9% | -14.7% | -16.2% |
| YTD | -10.5% | +2.7% | -13.1% | -15.5% |
| 1Y | -35.3% | +4.0% | -39.3% | -40.8% |
| 3Y | -47.7% | +14.1% | -61.8% | -61.7% |
| 5Y | -68.9% | +20.5% | -89.4% | -80.5% |
| All | -58.9% | +28.0% | -86.9% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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