+790.5%
BKNG vs BBWI
+283.2%
+507.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.3% | +2.5% | -1.9% |
| 7D | -13.1% | -4.4% | -8.7% | -11.9% |
| 30D | -18.5% | -7.4% | -11.1% | -17.0% |
| 3M | +5.8% | -2.2% | +8.0% | +5.6% |
| 6M | -2.1% | -16.3% | +14.2% | +0.9% |
| YTD | -18.6% | -9.1% | -9.5% | -19.0% |
| 1Y | -21.7% | -34.5% | +12.9% | -15.6% |
| 3Y | +40.9% | -47.0% | +87.8% | +51.0% |
| 5Y | +91.0% | -68.8% | +159.8% | +129.5% |
| 10Y | +213.2% | -57.4% | +270.5% | +169.3% |
| All | +790.5% | +283.2% | +507.3% | +111.4% |
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