-69.0%
BBWI vs WTW
+41.9%
-110.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -8.0% | -7.8% | -0.2% | -5.2% |
| 30D | -6.6% | -7.9% | +1.3% | -3.8% |
| 3M | -2.7% | +19.9% | -22.7% | -9.3% |
| 6M | -12.8% | +9.8% | -22.6% | -16.6% |
| YTD | -10.5% | -3.3% | -7.1% | -9.9% |
| 1Y | -35.3% | -3.3% | -32.1% | -35.0% |
| 3Y | -47.7% | +61.5% | -109.3% | -61.8% |
| All | -69.0% | +41.9% | -110.9% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling