+183.2%
XME vs BBWI
-66.7%
+250.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.7% |
| 7D | +3.6% | +1.6% | +2.1% | +3.2% |
| 30D | +3.6% | -6.2% | +9.9% | +4.5% |
| 3M | +1.2% | +4.3% | -3.1% | -0.7% |
| 6M | +9.0% | -7.2% | +16.2% | +8.7% |
| YTD | +15.9% | -3.0% | +19.0% | +13.7% |
| 1Y | +43.2% | -30.8% | +73.9% | +49.9% |
| 3Y | +137.4% | -43.4% | +180.8% | +149.5% |
| All | +183.2% | -66.7% | +250.0% | +226.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling