+32.9%
XLV vs BBWI
+2.4%
+30.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +2.8% |
| 7D | +5.5% | +8.8% | -3.2% | +5.0% |
| 30D | +13.3% | +34.8% | -21.5% | +11.5% |
| 3M | +17.4% | +12.9% | +4.5% | +16.5% |
| 6M | +32.1% | +29.6% | +2.5% | +29.7% |
| YTD | +24.0% | +20.8% | +3.3% | +22.0% |
| 1Y | +32.9% | +4.1% | +28.8% | +31.0% |
| All | +32.9% | +2.4% | +30.5% | +31.0% |
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 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