+20.9%
XLB vs BBWI
+1.2%
+19.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -1.0% |
| 7D | 0.0% | -4.5% | +4.5% | +0.5% |
| 30D | +5.3% | +17.1% | -11.8% | +4.0% |
| 3M | 0.0% | +17.5% | -17.5% | -1.5% |
| 6M | +1.2% | +12.8% | -11.6% | -0.3% |
| YTD | +16.9% | +8.2% | +8.7% | +15.3% |
| 1Y | +20.9% | -1.8% | +22.7% | +19.7% |
| All | +20.9% | +1.2% | +19.7% | +19.7% |
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