+117.5%
XLK vs BBWI
-48.6%
+166.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -0.4% | -8.0% | +7.6% | +0.8% |
| 30D | -0.5% | -6.6% | +6.2% | +0.2% |
| 3M | +5.0% | -2.7% | +7.7% | +4.6% |
| 6M | +32.9% | -12.8% | +45.6% | +33.8% |
| YTD | +29.0% | -10.5% | +39.4% | +28.7% |
| 1Y | +37.8% | -35.3% | +73.2% | +44.9% |
| All | +117.5% | -48.6% | +166.1% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling