+33.8%
FFIV vs BBWI
-67.6%
+101.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.1% | -2.9% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -32.4% | +12.9% | -45.3% | -33.8% |
| 3M | -25.7% | +16.0% | -41.7% | -28.0% |
| 6M | -13.5% | +16.6% | -30.1% | -17.0% |
| YTD | +21.1% | +9.7% | +11.4% | +16.1% |
| 1Y | +29.4% | +1.5% | +27.9% | +24.7% |
| 3Y | +94.9% | -21.4% | +116.2% | +88.0% |
| All | +33.8% | -67.6% | +101.5% | +63.4% |
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 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