+30.8%
XLV vs BBWI
-45.3%
+76.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.7% |
| 7D | -3.6% | -4.8% | +1.3% | -3.2% |
| 30D | -1.8% | +3.5% | -5.3% | -2.2% |
| 3M | +7.8% | -0.3% | +8.1% | +7.5% |
| 6M | +9.1% | -5.4% | +14.5% | +8.9% |
| YTD | +7.7% | -4.7% | +12.5% | +7.2% |
| 1Y | +20.4% | -30.5% | +50.9% | +22.7% |
| 3Y | +30.8% | -44.3% | +75.1% | +32.6% |
| All | +30.8% | -45.3% | +76.1% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling