+5,150.0%
FFIV vs BBWI
+224.7%
+4,925.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -1.2% |
| 7D | -1.0% | +1.5% | -2.5% | -1.4% |
| 30D | -5.1% | -5.2% | +0.1% | -4.2% |
| 3M | -4.5% | +11.1% | -15.6% | -8.2% |
| 6M | +36.5% | -13.4% | +49.8% | +37.7% |
| YTD | +53.0% | +0.1% | +52.9% | +47.5% |
| 1Y | +24.2% | -36.1% | +60.3% | +32.8% |
| 3Y | +137.2% | -44.1% | +181.3% | +148.7% |
| 5Y | +91.8% | -66.2% | +158.0% | +120.4% |
| 10Y | +215.2% | -54.8% | +269.9% | +172.3% |
| All | +5,150.0% | +224.7% | +4,925.4% | +2,502.0% |
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