+163.9%
XLE vs BBWI
-41.3%
+205.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -7.9% | -6.2% | -1.7% | -6.9% |
| 30D | -4.8% | +25.5% | -30.3% | -8.8% |
| 3M | +8.4% | +8.0% | +0.4% | +6.0% |
| 6M | +12.7% | +12.7% | 0.0% | +8.2% |
| YTD | +41.3% | +11.6% | +29.6% | +33.9% |
| 1Y | +42.3% | -0.9% | +43.2% | +36.6% |
| 3Y | +65.1% | -22.7% | +87.8% | +59.3% |
| 5Y | +150.2% | -67.2% | +217.4% | +179.3% |
| 10Y | +163.9% | -43.7% | +207.6% | +89.7% |
| All | +163.9% | -41.3% | +205.2% | +89.7% |
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