+135.1%
BBWI vs WU
-19.6%
+154.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | -5.2% | -1.1% | -4.1% | -4.8% |
| 3M | +11.1% | -3.9% | +15.0% | +10.9% |
| 6M | -13.4% | -20.7% | +7.3% | -5.2% |
| YTD | +0.1% | -18.4% | +18.5% | +7.4% |
| 1Y | -36.1% | -8.1% | -28.1% | -36.1% |
| 3Y | -44.1% | -24.2% | -19.9% | -39.0% |
| 5Y | -66.2% | -50.4% | -15.8% | -55.1% |
| 10Y | -54.8% | -40.0% | -14.7% | -46.0% |
| All | +135.1% | -19.6% | +154.7% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling