+142.5%
XLC vs BBWI
-15.0%
+157.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.6% |
| 7D | -0.8% | +1.5% | -2.4% | -1.1% |
| 30D | +1.0% | -5.2% | +6.2% | +1.6% |
| 3M | -0.7% | +11.1% | -11.8% | -2.7% |
| 6M | -5.1% | -13.4% | +8.2% | -4.3% |
| YTD | -4.3% | +0.1% | -4.4% | -5.8% |
| 1Y | -0.6% | -36.1% | +35.6% | +3.8% |
| 3Y | +72.7% | -44.1% | +116.8% | +78.1% |
| 5Y | +38.0% | -66.2% | +104.2% | +49.0% |
| All | +142.5% | -15.0% | +157.5% | +110.6% |
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