-35.7%
BIDU vs BBWI
+2.4%
-38.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.4% | +4.1% |
| 7D | +1.2% | +8.8% | -7.6% | +0.4% |
| 30D | -7.5% | +34.8% | -42.4% | -10.0% |
| 3M | -28.6% | +12.9% | -41.5% | -29.4% |
| 6M | -36.9% | +29.6% | -66.5% | -38.9% |
| YTD | -38.4% | +20.8% | -59.2% | -40.8% |
| 1Y | -35.7% | +4.1% | -39.7% | -37.3% |
| All | -35.7% | +2.4% | -38.0% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling