+1,477.5%
XLK vs BBWI
+512.0%
+965.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.1% |
| 7D | +2.3% | +1.6% | +0.7% | +1.9% |
| 30D | -0.1% | -6.2% | +6.2% | +1.0% |
| 3M | +2.1% | +4.3% | -2.2% | 0.0% |
| 6M | +37.2% | -7.2% | +44.3% | +36.4% |
| YTD | +30.8% | -3.0% | +33.8% | +27.9% |
| 1Y | +42.6% | -30.8% | +73.4% | +49.2% |
| 3Y | +121.8% | -43.4% | +165.2% | +132.2% |
| 5Y | +145.7% | -66.7% | +212.4% | +181.3% |
| 10Y | +782.1% | -55.7% | +837.8% | +687.5% |
| All | +1,477.5% | +512.0% | +965.6% | +368.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling