+30.9%
XLB vs BBWI
-67.1%
+98.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | -1.4% | -6.2% | +4.8% | -0.3% |
| 30D | +7.1% | +25.5% | -18.4% | +3.0% |
| 3M | +0.6% | +8.0% | -7.4% | -1.2% |
| 6M | +3.5% | +12.7% | -9.2% | +0.2% |
| YTD | +18.2% | +11.6% | +6.6% | +13.6% |
| 1Y | +25.6% | -0.9% | +26.5% | +22.3% |
| 3Y | +46.7% | -22.7% | +69.4% | +43.7% |
| 5Y | +30.9% | -67.2% | +98.1% | +49.4% |
| All | +30.9% | -67.1% | +98.0% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling