+4,079.4%
FFIV vs BBWI
+255.4%
+3,823.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.6% |
| 7D | -8.1% | -6.2% | -1.9% | -6.6% |
| 30D | -33.4% | +19.9% | -53.3% | -36.7% |
| 3M | -24.7% | +7.1% | -31.9% | -27.1% |
| 6M | -8.8% | +13.7% | -22.5% | -14.2% |
| YTD | +21.8% | +9.6% | +12.2% | +13.6% |
| 1Y | +25.3% | -1.6% | +26.9% | +18.3% |
| 3Y | +101.2% | -25.9% | +127.0% | +93.8% |
| 5Y | +40.2% | -67.8% | +108.0% | +62.8% |
| 10Y | +129.0% | -43.5% | +172.5% | +82.5% |
| All | +4,079.4% | +255.4% | +3,823.9% | +1,905.2% |
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