+218.0%
XLE vs BBWI
-66.0%
+284.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.1% |
| 7D | +2.2% | +1.5% | +0.7% | +2.0% |
| 30D | +11.8% | -5.2% | +17.0% | +12.2% |
| 3M | +9.8% | +11.1% | -1.3% | +8.1% |
| 6M | +15.6% | -13.4% | +29.0% | +16.4% |
| YTD | +45.3% | +0.1% | +45.2% | +43.0% |
| 1Y | +48.3% | -36.1% | +84.4% | +54.3% |
| 3Y | +55.4% | -44.1% | +99.5% | +60.1% |
| All | +218.0% | -66.0% | +284.0% | +243.3% |
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