+832.0%
XLB vs BBWI
+601.0%
+231.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +0.5% | -4.2% | +4.7% | +1.5% |
| 30D | +6.9% | +24.9% | -17.9% | +1.2% |
| 3M | -0.2% | +13.2% | -13.4% | -4.0% |
| 6M | +3.3% | +12.1% | -8.8% | -1.4% |
| YTD | +18.0% | +11.1% | +7.0% | +11.3% |
| 1Y | +24.2% | +0.7% | +23.5% | +18.3% |
| 3Y | +44.7% | -23.8% | +68.5% | +40.4% |
| 5Y | +31.6% | -66.9% | +98.5% | +49.9% |
| 10Y | +164.2% | -45.3% | +209.6% | +120.2% |
| All | +832.0% | +601.0% | +231.0% | +215.4% |
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 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