-68.9%
BBWI vs UUUU
+111.0%
-179.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.9% | -0.5% |
| 7D | -8.0% | -5.0% | -3.0% | -7.3% |
| 30D | -6.6% | -7.8% | +1.2% | -5.9% |
| 3M | -2.7% | -0.4% | -2.3% | -3.7% |
| 6M | -12.8% | -32.9% | +20.1% | -9.1% |
| YTD | -10.5% | -6.3% | -4.2% | -14.2% |
| 1Y | -35.3% | +7.9% | -43.3% | -40.9% |
| 3Y | -47.7% | +85.2% | -132.9% | -60.4% |
| 5Y | -68.9% | +97.0% | -165.8% | -78.0% |
| All | -68.9% | +111.0% | -179.9% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling