+147.8%
XEL vs BBWI
-55.0%
+202.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.3% |
| 7D | -0.3% | -4.8% | +4.5% | 0.0% |
| 30D | -3.9% | +3.5% | -7.4% | -4.2% |
| 3M | -2.8% | -0.3% | -2.5% | -3.0% |
| 6M | -5.4% | -5.4% | 0.0% | -5.5% |
| YTD | +3.8% | -4.7% | +8.5% | +3.4% |
| 1Y | +6.8% | -30.5% | +37.3% | +8.1% |
| 3Y | +45.6% | -44.3% | +89.9% | +47.4% |
| 5Y | +30.7% | -66.9% | +97.6% | +34.8% |
| All | +147.8% | -55.0% | +202.8% | +120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling