+4,267.1%
SYY vs BBWI
+1,034.6%
+3,232.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.8% |
| 7D | -2.3% | +1.5% | -3.8% | -2.6% |
| 30D | -4.9% | -5.2% | +0.3% | -4.3% |
| 3M | +8.4% | +11.1% | -2.7% | +5.3% |
| 6M | -7.4% | -13.4% | +6.0% | -6.7% |
| YTD | +11.0% | +0.1% | +10.9% | +8.1% |
| 1Y | -0.2% | -36.1% | +35.9% | +4.8% |
| 3Y | +23.8% | -44.1% | +67.9% | +27.7% |
| 5Y | +18.1% | -66.2% | +84.4% | +30.0% |
| 10Y | +94.6% | -54.8% | +149.4% | +73.3% |
| All | +4,267.1% | +1,034.6% | +3,232.5% | +1,362.8% |
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