-46.9%
BBWI vs WCC
+129.2%
-176.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.0% | -5.8% |
| 7D | -4.4% | +6.8% | -11.2% | -7.0% |
| 30D | -7.4% | -3.0% | -4.4% | -6.7% |
| 3M | -2.2% | +0.2% | -2.4% | -3.8% |
| 6M | -16.3% | +33.2% | -49.5% | -28.1% |
| YTD | -9.1% | +45.8% | -55.0% | -25.3% |
| 1Y | -34.5% | +68.4% | -102.9% | -50.0% |
| All | -46.9% | +129.2% | -176.1% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling