+145.6%
XLK vs BBWI
-69.5%
+215.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -0.4% | -8.0% | +7.6% | +1.1% |
| 30D | -0.5% | -6.6% | +6.2% | +0.4% |
| 3M | +5.0% | -2.7% | +7.7% | +4.5% |
| 6M | +32.9% | -12.8% | +45.6% | +34.0% |
| YTD | +29.0% | -10.5% | +39.4% | +28.5% |
| 1Y | +37.8% | -35.3% | +73.2% | +46.0% |
| 3Y | +118.7% | -47.7% | +166.4% | +131.3% |
| 5Y | +145.6% | -68.9% | +214.4% | +202.7% |
| All | +145.6% | -69.5% | +215.0% | +202.7% |
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 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