-66.7%
BBWI vs WU
-51.1%
-15.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.1% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | -6.2% | -1.1% | -5.1% | -5.9% |
| 3M | +4.3% | -1.8% | +6.2% | +3.1% |
| 6M | -7.2% | -23.9% | +16.8% | +2.6% |
| YTD | -3.0% | -20.4% | +17.4% | +4.3% |
| 1Y | -30.8% | -10.6% | -20.2% | -30.2% |
| 3Y | -43.4% | -27.7% | -15.7% | -37.8% |
| 5Y | -66.7% | -51.1% | -15.6% | -56.7% |
| All | -66.7% | -51.1% | -15.6% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling