-65.6%
XE vs BBWI
+18.1%
-83.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +4.1% | -12.6% | -8.6% |
| 7D | -12.9% | +8.8% | -21.7% | -13.4% |
| 30D | -30.3% | +34.8% | -65.1% | -31.5% |
| 3M | -45.9% | +12.9% | -58.8% | -45.6% |
| 6M | -66.2% | +29.6% | -95.8% | -66.8% |
| All | -65.6% | +18.1% | -83.7% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling