+561.3%
XLP vs BBWI
+614.9%
-53.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.2% | +5.5% | 0.0% |
| 7D | +3.5% | -3.1% | +6.6% | +3.9% |
| 30D | +11.6% | +23.1% | -11.6% | +8.7% |
| 3M | +7.6% | +7.3% | +0.3% | +6.3% |
| 6M | +10.0% | +22.6% | -12.6% | +6.4% |
| YTD | +19.7% | +13.3% | +6.4% | +16.1% |
| 1Y | +23.5% | -2.6% | +26.0% | +21.1% |
| 3Y | +44.0% | -25.9% | +69.9% | +41.9% |
| 5Y | +42.7% | -66.7% | +109.4% | +51.8% |
| 10Y | +131.3% | -41.6% | +172.9% | +106.4% |
| All | +561.3% | +614.9% | -53.7% | +225.8% |
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 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