+37.8%
XLC vs BBWI
-66.8%
+104.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.7% | 0.0% |
| 7D | +0.6% | +1.6% | -1.0% | +0.3% |
| 30D | +0.2% | -6.2% | +6.5% | +1.0% |
| 3M | +0.6% | +4.3% | -3.7% | -0.6% |
| 6M | -4.5% | -7.2% | +2.7% | -4.6% |
| YTD | -4.7% | -3.0% | -1.7% | -6.0% |
| 1Y | -1.7% | -30.8% | +29.1% | +2.2% |
| 3Y | +72.3% | -43.4% | +115.7% | +77.1% |
| 5Y | +37.8% | -66.7% | +104.5% | +57.3% |
| All | +37.8% | -66.8% | +104.5% | +57.3% |
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