+43.7%
XLP vs BBWI
-25.6%
+69.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.2% | +5.5% | -0.4% |
| 7D | +3.5% | -3.1% | +6.6% | +3.7% |
| 30D | +11.6% | +23.1% | -11.6% | +10.3% |
| 3M | +7.6% | +7.3% | +0.3% | +7.0% |
| 6M | +10.0% | +22.6% | -12.6% | +8.6% |
| YTD | +19.7% | +13.3% | +6.4% | +18.3% |
| 1Y | +23.5% | -2.6% | +26.0% | +22.7% |
| All | +43.7% | -25.6% | +69.4% | +40.2% |
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