+157.7%
BBWI vs WU
-21.8%
+179.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.8% |
| 7D | +0.1% | -2.0% | +2.2% | +1.2% |
| 30D | +12.9% | +11.4% | +1.5% | +6.4% |
| 3M | +16.0% | -6.8% | +22.8% | +19.5% |
| 6M | +16.6% | -14.6% | +31.2% | +23.0% |
| YTD | +9.7% | -20.6% | +30.4% | +18.8% |
| 1Y | +1.5% | -15.4% | +16.9% | +6.4% |
| 3Y | -21.4% | -23.6% | +2.3% | -14.4% |
| 5Y | -67.6% | -43.4% | -24.2% | -59.9% |
| 10Y | -46.8% | -38.8% | -8.0% | -37.4% |
| All | +157.7% | -21.8% | +179.6% | +129.9% |
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