+237.8%
XME vs BBWI
+149.6%
+88.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.7% |
| 7D | -0.1% | +1.5% | -1.6% | -0.6% |
| 30D | +6.0% | -5.2% | +11.2% | +6.9% |
| 3M | -7.7% | +11.1% | -18.8% | -12.3% |
| 6M | +1.0% | -13.4% | +14.3% | +2.4% |
| YTD | +14.6% | +0.1% | +14.5% | +9.8% |
| 1Y | +46.0% | -36.1% | +82.1% | +58.6% |
| 3Y | +127.0% | -44.1% | +171.1% | +141.6% |
| 5Y | +175.8% | -66.2% | +242.0% | +227.0% |
| 10Y | +414.6% | -54.8% | +469.4% | +349.5% |
| All | +237.8% | +149.6% | +88.1% | -21.1% |
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