+548.6%
XRT vs BBWI
+177.0%
+371.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +4.1% | -4.2% | +8.3% | +5.7% |
| 30D | +9.9% | +24.9% | -14.9% | +1.3% |
| 3M | +2.3% | +13.2% | -11.0% | -3.4% |
| 6M | +9.6% | +12.1% | -2.5% | +2.6% |
| YTD | +9.1% | +11.1% | -1.9% | +0.5% |
| 1Y | +16.2% | +0.7% | +15.5% | +8.5% |
| 3Y | +60.1% | -23.8% | +83.8% | +55.5% |
| 5Y | -0.5% | -66.9% | +66.5% | +25.8% |
| 10Y | +145.1% | -45.3% | +190.5% | +105.9% |
| All | +548.6% | +177.0% | +371.6% | +77.6% |
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 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