-16.8%
BBWI vs USFR
+28.6%
-45.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -7.7% | +0.1% | -7.8% | -7.8% |
| 30D | +24.8% | +0.4% | +24.4% | +24.3% |
| 3M | +16.2% | +1.1% | +15.2% | +15.1% |
| 6M | +15.8% | +2.1% | +13.8% | +13.7% |
| YTD | +11.4% | +3.4% | +8.0% | +8.0% |
| 1Y | +3.2% | +4.1% | -0.9% | -0.6% |
| 3Y | -23.5% | +14.4% | -37.9% | -32.9% |
| 5Y | -67.4% | +21.4% | -88.8% | -73.1% |
| 10Y | -46.0% | +28.5% | -74.5% | -57.9% |
| All | -16.8% | +28.6% | -45.4% | -36.5% |
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 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