-25.3%
BBWI vs USFR
+27.5%
-52.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -5.2% | +0.3% | -5.5% | -5.5% |
| 3M | +11.1% | +1.0% | +10.1% | +10.1% |
| 6M | -13.4% | +1.9% | -15.3% | -14.9% |
| YTD | +0.1% | +2.6% | -2.5% | -2.3% |
| 1Y | -36.1% | +4.0% | -40.1% | -38.5% |
| 3Y | -44.1% | +14.1% | -58.2% | -50.9% |
| 5Y | -66.2% | +20.4% | -86.7% | -71.9% |
| 10Y | -54.8% | +28.0% | -82.8% | -64.6% |
| All | -25.3% | +27.5% | -52.8% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling