-12.8%
BKNG vs BBWI
-34.3%
+21.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.2% |
| 7D | -6.0% | +1.5% | -7.5% | -6.2% |
| 30D | -6.6% | -5.2% | -1.4% | -6.2% |
| 3M | +15.7% | +11.1% | +4.6% | +14.7% |
| 6M | +14.1% | -13.4% | +27.5% | +14.3% |
| YTD | -9.3% | +0.1% | -9.4% | -9.7% |
| 1Y | -12.8% | -36.1% | +23.4% | -12.6% |
| All | -12.8% | -34.3% | +21.5% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling