-58.9%
BBWI vs WCC
+518.6%
-577.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | +0.1% |
| 7D | -8.0% | +1.7% | -9.7% | -8.8% |
| 30D | -6.6% | -6.1% | -0.6% | -4.3% |
| 3M | -2.7% | +3.1% | -5.8% | -5.8% |
| 6M | -12.8% | +28.2% | -41.0% | -25.3% |
| YTD | -10.5% | +41.1% | -51.6% | -27.2% |
| 1Y | -35.3% | +61.3% | -96.6% | -51.4% |
| 3Y | -47.7% | +123.6% | -171.4% | -68.9% |
| 5Y | -68.9% | +214.8% | -283.7% | -85.8% |
| All | -58.9% | +518.6% | -577.4% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WCC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling