+164.2%
XLB vs BBWI
-47.4%
+211.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +5.2% | +12.9% | -7.7% | +2.9% |
| 3M | +0.3% | +16.0% | -15.7% | -2.8% |
| 6M | +1.2% | +16.6% | -15.5% | -2.7% |
| YTD | +16.6% | +9.7% | +6.9% | +12.2% |
| 1Y | +21.4% | +1.5% | +19.9% | +17.3% |
| 3Y | +43.2% | -21.4% | +64.6% | +40.1% |
| 5Y | +28.0% | -67.6% | +95.6% | +41.9% |
| All | +164.2% | -47.4% | +211.6% | +118.4% |
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