+36.5%
XLB vs BBWI
-66.8%
+103.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.2% | -0.4% |
| 7D | -0.2% | +1.6% | -1.8% | -0.5% |
| 30D | -1.7% | -6.2% | +4.5% | -0.9% |
| 3M | +4.4% | +4.3% | 0.0% | +2.9% |
| 6M | +5.0% | -7.2% | +12.2% | +4.9% |
| YTD | +15.5% | -3.0% | +18.5% | +13.9% |
| 1Y | +14.9% | -30.8% | +45.7% | +19.6% |
| 3Y | +34.5% | -43.4% | +77.9% | +39.8% |
| 5Y | +36.5% | -66.7% | +103.3% | +54.2% |
| All | +36.5% | -66.8% | +103.3% | +54.2% |
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