+788.5%
XLK vs BBWI
-55.0%
+843.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.3% |
| 7D | +0.2% | -4.8% | +5.0% | +0.9% |
| 30D | -0.6% | +3.5% | -4.1% | -1.5% |
| 3M | +2.6% | -0.3% | +2.9% | +1.8% |
| 6M | +34.0% | -5.4% | +39.3% | +33.1% |
| YTD | +30.7% | -4.7% | +35.4% | +29.1% |
| 1Y | +39.2% | -30.5% | +69.7% | +43.8% |
| 3Y | +120.4% | -44.3% | +164.7% | +129.1% |
| 5Y | +148.8% | -66.9% | +215.7% | +173.1% |
| All | +788.5% | -55.0% | +843.4% | +695.7% |
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 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