+149.7%
XBI vs BWA
+156.8%
-7.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -4.6% | -1.3% | -3.3% | -4.2% |
| 30D | -2.0% | -2.9% | +0.9% | -1.2% |
| 3M | +17.8% | -10.7% | +28.5% | +21.8% |
| 6M | +23.7% | +26.5% | -2.7% | +12.8% |
| YTD | +28.2% | +49.1% | -20.9% | +8.5% |
| 1Y | +64.0% | +52.1% | +11.9% | +37.2% |
| 3Y | +99.4% | +72.6% | +26.8% | +54.9% |
| 5Y | +19.3% | +89.4% | -70.1% | -12.9% |
| All | +149.7% | +156.8% | -7.1% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling