-58.9%
BBWI vs WU
-39.5%
-19.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.1% |
| 7D | -8.0% | -5.0% | -3.0% | -5.4% |
| 30D | -6.6% | -2.3% | -4.4% | -5.6% |
| 3M | -2.7% | -3.2% | +0.5% | -3.5% |
| 6M | -12.8% | -25.0% | +12.3% | -0.5% |
| YTD | -10.5% | -21.7% | +11.2% | -1.2% |
| 1Y | -35.3% | -9.0% | -26.4% | -35.4% |
| 3Y | -47.7% | -28.9% | -18.9% | -40.7% |
| 5Y | -68.9% | -51.0% | -17.8% | -56.6% |
| All | -58.9% | -39.5% | -19.4% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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