+422.3%
XLF vs BBWI
+531.7%
-109.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.6% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | +0.2% | -5.2% | +5.4% | +1.2% |
| 3M | +11.7% | +11.1% | +0.6% | +6.8% |
| 6M | +13.8% | -13.4% | +27.2% | +15.4% |
| YTD | +7.0% | +0.1% | +6.9% | +3.0% |
| 1Y | +9.1% | -36.1% | +45.3% | +18.1% |
| 3Y | +75.6% | -44.1% | +119.7% | +84.5% |
| 5Y | +66.4% | -66.2% | +132.7% | +92.3% |
| 10Y | +250.3% | -54.8% | +305.0% | +189.8% |
| All | +422.3% | +531.7% | -109.5% | +18.5% |
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 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