-19.2%
BBWI vs USFR
+28.6%
-47.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +17.1% | +0.4% | +16.7% | +16.7% |
| 3M | +17.5% | +1.0% | +16.4% | +16.4% |
| 6M | +12.8% | +2.0% | +10.8% | +10.8% |
| YTD | +8.2% | +3.4% | +4.7% | +4.8% |
| 1Y | -1.8% | +4.1% | -5.9% | -5.4% |
| 3Y | -25.8% | +14.4% | -40.2% | -34.9% |
| 5Y | -68.0% | +21.4% | -89.4% | -73.6% |
| 10Y | -47.6% | +28.5% | -76.1% | -59.1% |
| All | -19.2% | +28.6% | -47.8% | -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 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