+655.3%
BIDU vs BBWI
+158.8%
+496.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.1% | -3.8% | -6.1% |
| 7D | -2.4% | +1.6% | -4.0% | -2.8% |
| 30D | -15.6% | -6.2% | -9.4% | -14.7% |
| 3M | -22.3% | +4.3% | -26.6% | -24.4% |
| 6M | -22.3% | -7.2% | -15.1% | -22.8% |
| YTD | -29.2% | -3.0% | -26.1% | -31.2% |
| 1Y | -14.8% | -30.8% | +15.9% | -10.5% |
| 3Y | -31.8% | -43.4% | +11.6% | -28.7% |
| 5Y | -43.1% | -66.7% | +23.6% | -33.3% |
| 10Y | -50.6% | -55.7% | +5.0% | -55.5% |
| All | +655.3% | +158.8% | +496.4% | +112.9% |
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