-53.7%
BIDU vs BBWI
-67.6%
+14.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -4.5% | +12.9% | -17.4% | -7.3% |
| 3M | -25.4% | +16.0% | -41.3% | -28.5% |
| 6M | -48.1% | +16.6% | -64.7% | -50.8% |
| YTD | -40.2% | +9.7% | -49.9% | -43.5% |
| 1Y | -35.2% | +1.5% | -36.7% | -38.3% |
| 3Y | -27.1% | -21.4% | -5.8% | -31.9% |
| All | -53.7% | -67.6% | +14.0% | -45.3% |
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 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