-66.7%
BBWI vs USFR
+20.5%
-87.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.8% |
| 30D | -6.2% | +0.3% | -6.5% | -5.0% |
| 3M | +4.3% | +1.0% | +3.4% | +8.2% |
| 6M | -7.2% | +1.9% | -9.1% | -0.8% |
| YTD | -3.0% | +2.7% | -5.7% | +5.4% |
| 1Y | -30.8% | +4.0% | -34.8% | -22.2% |
| 3Y | -43.4% | +14.0% | -57.4% | -17.3% |
| 5Y | -66.7% | +20.4% | -87.1% | -38.4% |
| All | -66.7% | +20.5% | -87.2% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling