+139.9%
XLC vs BBWI
-22.9%
+162.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.3% |
| 7D | -1.4% | -4.4% | +3.0% | -0.8% |
| 30D | -0.9% | -7.4% | +6.5% | 0.0% |
| 3M | -0.3% | -2.2% | +1.9% | -0.5% |
| 6M | -5.2% | -16.3% | +11.1% | -3.8% |
| YTD | -5.3% | -9.1% | +3.8% | -5.5% |
| 1Y | -2.8% | -34.5% | +31.7% | +0.9% |
| 3Y | +71.2% | -47.0% | +118.2% | +77.7% |
| 5Y | +37.6% | -68.8% | +106.4% | +50.2% |
| All | +139.9% | -22.9% | +162.7% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling