-21.4%
BBWI vs USFR
+14.4%
-35.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | +0.1% | +0.1% | +0.1% | +0.5% |
| 30D | +12.9% | +0.4% | +12.5% | +15.3% |
| 3M | +16.0% | +1.1% | +14.9% | +23.5% |
| 6M | +16.6% | +2.0% | +14.6% | +30.3% |
| YTD | +9.7% | +3.5% | +6.3% | +26.3% |
| 1Y | +1.5% | +4.1% | -2.6% | +17.0% |
| 3Y | -21.4% | +14.4% | -35.7% | +77.2% |
| All | -21.4% | +14.4% | -35.7% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling