+123.7%
XRT vs BBWI
-56.0%
+179.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -1.3% |
| 7D | -0.3% | +1.6% | -1.8% | -0.7% |
| 30D | -5.6% | -6.2% | +0.6% | -4.4% |
| 3M | +2.5% | +4.3% | -1.8% | +0.4% |
| 6M | +3.7% | -7.2% | +10.8% | +3.6% |
| YTD | +1.0% | -3.0% | +4.0% | -0.9% |
| 1Y | -1.2% | -30.8% | +29.6% | +5.0% |
| 3Y | +43.4% | -43.4% | +86.8% | +54.7% |
| 5Y | -0.7% | -66.7% | +66.0% | +19.8% |
| 10Y | +123.7% | -55.7% | +179.4% | +121.6% |
| All | +123.7% | -56.0% | +179.6% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling