+172.7%
XLE vs BBWI
-54.1%
+226.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.4% |
| 7D | +2.2% | +1.5% | +0.7% | +1.9% |
| 30D | +11.8% | -5.2% | +17.0% | +12.5% |
| 3M | +9.8% | +11.1% | -1.3% | +6.7% |
| 6M | +15.6% | -13.4% | +29.0% | +16.2% |
| YTD | +45.3% | +0.1% | +45.2% | +41.1% |
| 1Y | +48.3% | -36.1% | +84.4% | +55.8% |
| 3Y | +55.4% | -44.1% | +99.5% | +60.7% |
| 5Y | +216.1% | -66.2% | +282.3% | +249.4% |
| All | +172.7% | -54.1% | +226.8% | +100.5% |
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