+508.9%
XLP vs BBWI
+531.7%
-22.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.1% |
| 7D | -1.0% | +1.5% | -2.5% | -1.2% |
| 30D | -0.9% | -5.2% | +4.3% | -0.4% |
| 3M | +3.8% | +11.1% | -7.3% | +2.1% |
| 6M | -1.7% | -13.4% | +11.6% | -1.0% |
| YTD | +10.3% | +0.1% | +10.2% | +8.8% |
| 1Y | +7.8% | -36.1% | +43.9% | +11.5% |
| 3Y | +27.2% | -44.1% | +71.3% | +30.0% |
| 5Y | +32.5% | -66.2% | +98.8% | +40.7% |
| 10Y | +101.8% | -54.8% | +156.6% | +87.3% |
| All | +508.9% | +531.7% | -22.8% | +205.2% |
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 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