+1.0%
XLU vs BBWI
+2.4%
-1.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.2% |
| 7D | +2.6% | +8.8% | -6.1% | +2.2% |
| 30D | +9.1% | +34.8% | -25.7% | +7.6% |
| 3M | -0.4% | +12.9% | -13.3% | -1.2% |
| 6M | -4.7% | +29.6% | -34.2% | -5.9% |
| YTD | +4.3% | +20.8% | -16.5% | +3.3% |
| 1Y | +1.0% | +4.1% | -3.1% | +0.1% |
| All | +1.0% | +2.4% | -1.4% | +0.1% |
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