+167.1%
XME vs BBWI
+173.7%
-6.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -6.1% | +12.9% | -19.0% | -10.0% |
| 3M | -18.6% | +16.0% | -34.6% | -23.7% |
| 6M | -23.9% | +16.6% | -40.5% | -29.7% |
| YTD | -9.3% | +9.7% | -19.1% | -16.5% |
| 1Y | +1.8% | +1.5% | +0.3% | -5.5% |
| 3Y | +93.0% | -21.4% | +114.4% | +81.8% |
| 5Y | +107.0% | -67.6% | +174.5% | +148.1% |
| 10Y | +266.9% | -46.8% | +313.7% | +198.0% |
| All | +167.1% | +173.7% | -6.6% | -40.0% |
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 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