+53.3%
XLE vs BBWI
-33.4%
+86.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +0.9% |
| 7D | 0.0% | +1.6% | -1.6% | +0.1% |
| 30D | +12.6% | -6.2% | +18.9% | +12.2% |
| 3M | +11.8% | +4.3% | +7.5% | +12.1% |
| 6M | +16.1% | -7.2% | +23.2% | +17.0% |
| YTD | +46.9% | -3.0% | +49.9% | +47.5% |
| 1Y | +53.3% | -30.8% | +84.0% | +60.6% |
| All | +53.3% | -33.4% | +86.6% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling