+820.5%
XLB vs BBWI
+531.7%
+288.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -1.0% |
| 7D | -1.4% | +1.5% | -2.9% | -1.8% |
| 30D | -0.4% | -5.2% | +4.8% | +0.5% |
| 3M | +2.0% | +11.1% | -9.1% | -1.5% |
| 6M | +1.8% | -13.4% | +15.2% | +3.2% |
| YTD | +16.6% | +0.1% | +16.5% | +13.3% |
| 1Y | +16.9% | -36.1% | +53.1% | +24.8% |
| 3Y | +32.6% | -44.1% | +76.6% | +39.3% |
| 5Y | +35.6% | -66.2% | +101.9% | +54.0% |
| 10Y | +160.0% | -54.8% | +214.8% | +129.0% |
| All | +820.5% | +531.7% | +288.8% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling