-27.1%
BIDU vs BBWI
-24.0%
-3.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -4.5% | +12.9% | -17.4% | -6.1% |
| 3M | -25.4% | +16.0% | -41.3% | -27.2% |
| 6M | -48.1% | +16.6% | -64.7% | -49.7% |
| YTD | -40.2% | +9.7% | -49.9% | -42.1% |
| 1Y | -35.2% | +1.5% | -36.7% | -37.0% |
| 3Y | -27.1% | -21.4% | -5.8% | -24.4% |
| All | -27.1% | -24.0% | -3.2% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling