+35.8%
XLB vs BBWI
-42.7%
+78.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.8% |
| 7D | -1.4% | +1.5% | -2.9% | -1.6% |
| 30D | -0.4% | -5.2% | +4.8% | +0.2% |
| 3M | +2.0% | +11.1% | -9.1% | -0.2% |
| 6M | +1.8% | -13.4% | +15.2% | +3.0% |
| YTD | +16.6% | +0.1% | +16.5% | +14.7% |
| 1Y | +16.9% | -36.1% | +53.1% | +23.7% |
| All | +35.8% | -42.7% | +78.5% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling