+649.7%
XLU vs BBWI
+512.0%
+137.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.2% |
| 7D | +2.1% | +1.6% | +0.5% | +1.9% |
| 30D | -0.4% | -6.2% | +5.8% | +0.2% |
| 3M | +0.5% | +4.3% | -3.9% | -0.5% |
| 6M | -5.8% | -7.2% | +1.4% | -5.9% |
| YTD | +3.1% | -3.0% | +6.2% | +2.1% |
| 1Y | +8.1% | -30.8% | +38.9% | +10.8% |
| 3Y | +50.5% | -43.4% | +93.9% | +53.8% |
| 5Y | +44.7% | -66.7% | +111.4% | +54.0% |
| 10Y | +136.8% | -55.7% | +192.5% | +116.6% |
| All | +649.7% | +512.0% | +137.8% | +257.9% |
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 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