+81.8%
XLI vs BBWI
-67.2%
+149.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.4% | +0.1% |
| 7D | -1.7% | -4.8% | +3.2% | -0.9% |
| 30D | -7.3% | +3.5% | -10.7% | -8.0% |
| 3M | -1.3% | -0.3% | -1.0% | -1.9% |
| 6M | +2.2% | -5.4% | +7.6% | +1.8% |
| YTD | +11.7% | -4.7% | +16.4% | +10.7% |
| 1Y | +14.3% | -30.5% | +44.7% | +18.5% |
| 3Y | +70.3% | -44.3% | +114.7% | +76.7% |
| All | +81.8% | -67.2% | +149.0% | +103.5% |
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 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