+5,308.1%
BDX vs BBWI
+1,034.6%
+4,273.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.4% | -1.9% |
| 7D | -2.5% | +1.5% | -4.0% | -2.7% |
| 30D | +8.3% | -5.2% | +13.4% | +8.7% |
| 3M | +24.4% | +11.1% | +13.3% | +22.5% |
| 6M | +9.2% | -13.4% | +22.6% | +10.0% |
| YTD | +22.7% | +0.1% | +22.6% | +21.4% |
| 1Y | +25.9% | -36.1% | +62.0% | +30.0% |
| 3Y | -10.5% | -44.1% | +33.6% | -8.1% |
| 5Y | +1.9% | -66.2% | +68.2% | +7.8% |
| 10Y | +58.7% | -54.8% | +113.5% | +49.7% |
| All | +5,308.1% | +1,034.6% | +4,273.4% | +2,476.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling