+891.0%
XLV vs BBWI
+465.0%
+426.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -4.4% | -8.0% | +3.6% | -3.2% |
| 30D | -1.4% | -6.6% | +5.2% | -0.6% |
| 3M | +8.9% | -2.7% | +11.6% | +8.6% |
| 6M | +9.1% | -12.8% | +21.9% | +10.0% |
| YTD | +7.9% | -10.5% | +18.4% | +7.9% |
| 1Y | +22.7% | -35.3% | +58.1% | +27.8% |
| 3Y | +31.9% | -47.7% | +79.6% | +37.1% |
| 5Y | +34.9% | -68.9% | +103.7% | +47.3% |
| 10Y | +173.9% | -58.0% | +231.9% | +151.3% |
| All | +891.0% | +465.0% | +426.0% | +319.6% |
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 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