-43.9%
BIDU vs BBWI
-69.0%
+25.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.8% |
| 7D | -2.4% | -4.4% | +2.0% | -1.5% |
| 30D | -16.0% | -7.4% | -8.6% | -15.0% |
| 3M | -24.0% | -2.2% | -21.8% | -24.7% |
| 6M | -24.9% | -16.3% | -8.6% | -23.3% |
| YTD | -29.6% | -9.1% | -20.4% | -30.3% |
| 1Y | -15.2% | -34.5% | +19.4% | -9.9% |
| 3Y | -32.2% | -47.0% | +14.8% | -28.7% |
| All | -43.9% | -69.0% | +25.1% | -33.0% |
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