+134.0%
XLC vs BBWI
-5.7%
+139.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +6.2% | -4.2% | +10.5% | +6.9% |
| 30D | -2.4% | +24.9% | -27.2% | -5.6% |
| 3M | -3.3% | +13.2% | -16.5% | -5.6% |
| 6M | -7.3% | +12.1% | -19.4% | -9.8% |
| YTD | -7.6% | +11.1% | -18.7% | -10.8% |
| 1Y | -3.7% | +0.7% | -4.4% | -6.4% |
| 3Y | +62.9% | -23.8% | +86.7% | +59.8% |
| 5Y | +41.6% | -66.9% | +108.6% | +52.6% |
| All | +134.0% | -5.7% | +139.7% | +99.5% |
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