+42.0%
XLP vs BBWI
-67.9%
+109.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.0% |
| 7D | +0.7% | -6.2% | +6.9% | +1.2% |
| 30D | +10.3% | +19.9% | -9.7% | +8.8% |
| 3M | +6.5% | +7.1% | -0.6% | +5.8% |
| 6M | +8.4% | +13.7% | -5.3% | +7.0% |
| YTD | +18.2% | +9.6% | +8.6% | +16.5% |
| 1Y | +22.4% | -1.6% | +24.1% | +21.2% |
| 3Y | +41.9% | -25.9% | +67.8% | +40.3% |
| All | +42.0% | -67.9% | +109.9% | +47.9% |
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