+353.2%
BBWI vs WTW
+1,139.1%
-785.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -1.8% |
| 7D | +1.6% | -2.7% | +4.3% | +2.9% |
| 30D | -6.2% | -5.6% | -0.6% | -3.7% |
| 3M | +4.3% | +26.5% | -22.2% | -7.2% |
| 6M | -7.2% | +8.1% | -15.3% | -12.2% |
| YTD | -3.0% | -0.3% | -2.7% | -5.3% |
| 1Y | -30.8% | -0.9% | -29.9% | -32.3% |
| 3Y | -43.4% | +66.6% | -110.0% | -58.2% |
| 5Y | -66.7% | +54.0% | -120.7% | -74.6% |
| 10Y | -55.7% | +198.1% | -253.8% | -75.1% |
| All | +353.2% | +1,139.1% | -785.9% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling