+1,507.8%
RL vs BBWI
+864.2%
+643.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.1% |
| 7D | -4.2% | -6.2% | +2.0% | -1.7% |
| 30D | +4.3% | +19.9% | -15.7% | -3.0% |
| 3M | -4.6% | +7.1% | -11.7% | -8.4% |
| 6M | +1.7% | +13.7% | -11.9% | -6.0% |
| YTD | +7.3% | +9.6% | -2.2% | -1.3% |
| 1Y | +20.8% | -1.6% | +22.4% | +13.0% |
| 3Y | +247.0% | -25.9% | +272.8% | +242.2% |
| 5Y | +225.5% | -67.8% | +293.3% | +324.4% |
| 10Y | +363.0% | -43.5% | +406.5% | +277.6% |
| All | +1,507.8% | +864.2% | +643.6% | +177.7% |
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