-56.2%
BBWI vs WTW
+198.0%
-254.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.4% | +6.4% |
| 7D | -4.8% | -5.7% | +0.9% | -1.6% |
| 30D | +3.5% | -7.3% | +10.7% | +7.7% |
| 3M | -0.3% | +21.5% | -21.8% | -10.9% |
| 6M | -5.4% | +9.6% | -15.0% | -11.9% |
| YTD | -4.7% | -3.3% | -1.4% | -5.4% |
| 1Y | -30.5% | -6.1% | -24.3% | -29.8% |
| 3Y | -44.3% | +61.8% | -106.2% | -61.9% |
| 5Y | -66.9% | +42.7% | -109.6% | -75.7% |
| All | -56.2% | +198.0% | -254.3% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling