+135.9%
XLU vs BBWI
-55.0%
+190.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.8% |
| 7D | -1.6% | -4.8% | +3.2% | -1.2% |
| 30D | -3.3% | +3.5% | -6.8% | -3.7% |
| 3M | -3.2% | -0.3% | -2.8% | -3.4% |
| 6M | -7.0% | -5.4% | -1.6% | -7.2% |
| YTD | +0.6% | -4.7% | +5.4% | +0.1% |
| 1Y | +2.4% | -30.5% | +32.9% | +4.2% |
| 3Y | +46.3% | -44.3% | +90.6% | +48.8% |
| 5Y | +44.0% | -66.9% | +110.8% | +50.5% |
| All | +135.9% | -55.0% | +190.8% | +106.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling