+164.5%
XLB vs BBWI
-58.2%
+222.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | 0.0% |
| 7D | -2.9% | -4.4% | +1.5% | -2.2% |
| 30D | -3.4% | -7.4% | +4.0% | -2.4% |
| 3M | +1.6% | -2.2% | +3.8% | +1.3% |
| 6M | +3.6% | -16.3% | +20.0% | +5.3% |
| YTD | +14.2% | -9.1% | +23.4% | +13.9% |
| 1Y | +15.6% | -34.5% | +50.1% | +21.0% |
| 3Y | +33.1% | -47.0% | +80.1% | +39.9% |
| 5Y | +35.1% | -68.8% | +103.9% | +51.0% |
| 10Y | +164.5% | -57.4% | +221.9% | +128.5% |
| All | +164.5% | -58.2% | +222.8% | +128.5% |
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