-47.7%
BBWI vs WTW
+61.8%
-109.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -8.0% | -7.8% | -0.2% | -6.8% |
| 30D | -6.6% | -7.9% | +1.3% | -5.3% |
| 3M | -2.7% | +19.9% | -22.7% | -5.4% |
| 6M | -12.8% | +9.8% | -22.6% | -14.0% |
| YTD | -10.5% | -3.3% | -7.1% | -9.2% |
| 1Y | -35.3% | -3.3% | -32.1% | -34.5% |
| All | -47.7% | +61.8% | -109.5% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling