-47.7%
BBWI vs UUUU
+83.7%
-131.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.9% | -0.8% |
| 7D | -8.0% | -5.0% | -3.0% | -7.6% |
| 30D | -6.6% | -7.8% | +1.2% | -6.1% |
| 3M | -2.7% | -0.4% | -2.3% | -3.4% |
| 6M | -12.8% | -32.9% | +20.1% | -10.3% |
| YTD | -10.5% | -6.3% | -4.2% | -12.9% |
| 1Y | -35.3% | +7.9% | -43.3% | -38.9% |
| All | -47.7% | +83.7% | -131.4% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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