+168.9%
XLE vs BBWI
-45.1%
+214.0%
-66.8%
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% | +0.5% |
| 7D | -6.7% | -4.2% | -2.5% | -6.1% |
| 30D | -4.4% | +24.9% | -29.3% | -8.4% |
| 3M | +4.0% | +13.2% | -9.2% | +0.9% |
| 6M | +13.2% | +12.1% | +1.1% | +8.8% |
| YTD | +41.9% | +11.1% | +30.8% | +34.6% |
| 1Y | +41.6% | +0.7% | +40.9% | +35.5% |
| 3Y | +64.0% | -23.8% | +87.7% | +58.7% |
| 5Y | +158.1% | -66.9% | +225.0% | +187.5% |
| All | +168.9% | -45.1% | +214.0% | +89.0% |
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