-4.7%
XRT vs BBWI
-67.9%
+63.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.5% | -0.7% |
| 7D | +0.9% | -6.2% | +7.1% | +2.9% |
| 30D | +7.9% | +19.9% | -12.0% | +1.8% |
| 3M | -0.2% | +7.1% | -7.3% | -3.3% |
| 6M | +5.6% | +13.7% | -8.1% | -0.7% |
| YTD | +5.7% | +9.6% | -3.9% | -1.1% |
| 1Y | +14.6% | -1.6% | +16.2% | +9.2% |
| 3Y | +50.7% | -25.9% | +76.5% | +48.0% |
| All | -4.7% | -67.9% | +63.2% | +34.9% |
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