+128.8%
XLP vs BBWI
-41.3%
+170.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | +0.1% | -6.2% | +6.2% | +0.6% |
| 30D | +8.9% | +25.5% | -16.5% | +7.0% |
| 3M | +7.5% | +8.0% | -0.5% | +6.6% |
| 6M | +9.4% | +12.7% | -3.2% | +7.9% |
| YTD | +19.3% | +11.6% | +7.6% | +17.1% |
| 1Y | +21.7% | -0.9% | +22.6% | +20.2% |
| 3Y | +44.0% | -22.7% | +66.7% | +42.2% |
| 5Y | +42.8% | -67.2% | +109.9% | +48.9% |
| 10Y | +128.8% | -43.7% | +172.5% | +104.1% |
| All | +128.8% | -41.3% | +170.1% | +104.1% |
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