+248.8%
XLF vs BBWI
-55.0%
+303.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.8% | -0.5% |
| 7D | -1.5% | -4.8% | +3.4% | -0.6% |
| 30D | -1.2% | +3.5% | -4.6% | -2.1% |
| 3M | +9.2% | -0.3% | +9.5% | +8.4% |
| 6M | +16.3% | -5.4% | +21.7% | +15.6% |
| YTD | +5.4% | -4.7% | +10.2% | +4.1% |
| 1Y | +7.6% | -30.5% | +38.1% | +11.6% |
| 3Y | +74.2% | -44.3% | +118.5% | +81.2% |
| 5Y | +66.1% | -66.9% | +133.0% | +85.0% |
| All | +248.8% | -55.0% | +303.8% | +199.5% |
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