+22.4%
XLP vs BBWI
-6.0%
+28.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.1% |
| 7D | +0.7% | -6.2% | +6.9% | +1.1% |
| 30D | +10.3% | +19.9% | -9.7% | +9.4% |
| 3M | +6.5% | +7.1% | -0.6% | +6.0% |
| 6M | +8.4% | +13.7% | -5.3% | +7.7% |
| YTD | +18.2% | +9.6% | +8.6% | +17.6% |
| 1Y | +22.4% | -1.6% | +24.1% | +21.8% |
| All | +22.4% | -6.0% | +28.4% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling