+149.9%
XLE vs BBWI
-67.9%
+217.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.3% |
| 7D | -12.0% | -6.2% | -5.8% | -11.6% |
| 30D | -2.7% | +19.9% | -22.7% | -4.4% |
| 3M | +6.6% | +7.1% | -0.6% | +5.5% |
| 6M | +9.5% | +13.7% | -4.1% | +7.3% |
| YTD | +40.6% | +9.6% | +31.0% | +37.1% |
| 1Y | +43.6% | -1.6% | +45.2% | +41.2% |
| 3Y | +58.1% | -25.9% | +84.0% | +57.2% |
| All | +149.9% | -67.9% | +217.8% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling