+943.2%
XBI vs BBWI
+168.6%
+774.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.4% |
| 7D | -0.9% | +1.6% | -2.5% | -1.3% |
| 30D | +2.9% | -6.2% | +9.1% | +3.8% |
| 3M | +26.2% | +4.3% | +21.9% | +23.6% |
| 6M | +30.7% | -7.2% | +37.9% | +30.2% |
| YTD | +32.9% | -3.0% | +36.0% | +30.2% |
| 1Y | +72.3% | -30.8% | +103.0% | +79.7% |
| 3Y | +107.2% | -43.4% | +150.6% | +116.9% |
| 5Y | +23.2% | -66.7% | +89.9% | +40.9% |
| 10Y | +158.5% | -55.7% | +214.2% | +140.1% |
| All | +943.2% | +168.6% | +774.6% | +377.3% |
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