+1,024.7%
XLE vs BBWI
+531.7%
+493.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.5% |
| 7D | +2.2% | +1.5% | +0.7% | +1.8% |
| 30D | +11.8% | -5.2% | +17.0% | +12.6% |
| 3M | +9.8% | +11.1% | -1.3% | +6.1% |
| 6M | +15.6% | -13.4% | +29.0% | +16.1% |
| YTD | +45.3% | +0.1% | +45.2% | +40.2% |
| 1Y | +48.3% | -36.1% | +84.4% | +56.4% |
| 3Y | +55.4% | -44.1% | +99.5% | +60.8% |
| 5Y | +216.1% | -66.2% | +282.3% | +250.3% |
| 10Y | +178.4% | -54.8% | +233.2% | +139.3% |
| All | +1,024.7% | +531.7% | +493.0% | +335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling