+1,890.4%
XEL vs BBWI
+1,034.6%
+855.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.1% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | -1.9% | -5.2% | +3.3% | -1.6% |
| 3M | -1.9% | +11.1% | -13.0% | -3.2% |
| 6M | -7.4% | -13.4% | +5.9% | -6.9% |
| YTD | +4.1% | +0.1% | +4.0% | +3.1% |
| 1Y | +8.0% | -36.1% | +44.2% | +10.8% |
| 3Y | +48.4% | -44.1% | +92.5% | +50.9% |
| 5Y | +27.2% | -66.2% | +93.5% | +32.7% |
| 10Y | +146.8% | -54.8% | +201.6% | +130.0% |
| All | +1,890.4% | +1,034.6% | +855.7% | +1,026.6% |
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