+537.7%
BIDU vs BBWI
+192.9%
+344.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | -25.4% | +16.0% | -41.3% | -29.3% |
| 6M | -48.1% | +16.6% | -64.7% | -51.5% |
| YTD | -40.2% | +9.7% | -49.9% | -44.3% |
| 1Y | -35.2% | +1.5% | -36.7% | -39.1% |
| 3Y | -27.1% | -21.4% | -5.8% | -31.1% |
| 5Y | -54.2% | -67.6% | +13.4% | -46.1% |
| 10Y | -52.0% | -46.8% | -5.2% | -59.5% |
| All | +537.7% | +192.9% | +344.8% | +72.5% |
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