-0.5%
BBY vs BBWI
-69.5%
+69.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.6% |
| 7D | +0.7% | -8.0% | +8.7% | +3.5% |
| 30D | +5.8% | -6.6% | +12.4% | +7.7% |
| 3M | +18.0% | -2.7% | +20.7% | +17.4% |
| 6M | +39.8% | -12.8% | +52.6% | +42.9% |
| YTD | +35.4% | -10.5% | +45.9% | +36.1% |
| 1Y | +21.4% | -35.3% | +56.7% | +34.6% |
| 3Y | +39.5% | -47.7% | +87.3% | +58.0% |
| 5Y | -0.5% | -68.9% | +68.4% | +32.9% |
| All | -0.5% | -69.5% | +69.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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