+160.9%
BBWI vs WU
-19.5%
+180.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.1% |
| 7D | -4.2% | +11.0% | -15.3% | -9.6% |
| 30D | +24.9% | +13.4% | +11.5% | +16.7% |
| 3M | +13.2% | +2.2% | +11.0% | +11.2% |
| 6M | +12.1% | -18.2% | +30.3% | +21.0% |
| YTD | +11.1% | -18.3% | +29.4% | +18.5% |
| 1Y | +0.7% | -12.2% | +12.9% | +3.6% |
| 3Y | -23.8% | -20.8% | -2.9% | -18.6% |
| 5Y | -66.9% | -42.6% | -24.4% | -59.5% |
| 10Y | -45.3% | -35.5% | -9.9% | -37.3% |
| All | +160.9% | -19.5% | +180.4% | +129.3% |
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