+43.4%
XLK vs BBWI
-34.3%
+77.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.5% |
| 7D | +0.9% | +1.5% | -0.7% | +0.7% |
| 30D | +0.7% | -5.2% | +5.9% | +1.1% |
| 3M | -2.9% | +11.1% | -14.0% | -4.2% |
| 6M | +34.3% | -13.4% | +47.6% | +35.5% |
| YTD | +30.4% | +0.1% | +30.3% | +29.4% |
| 1Y | +43.4% | -36.1% | +79.5% | +46.4% |
| All | +43.4% | -34.3% | +77.7% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling