+141.9%
XYL vs BBWI
-57.7%
+199.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -1.2% | -8.0% | +6.8% | +0.2% |
| 30D | -13.2% | -6.6% | -6.5% | -12.4% |
| 3M | -0.2% | -2.7% | +2.5% | -0.4% |
| 6M | -12.5% | -12.8% | +0.3% | -11.7% |
| YTD | -20.9% | -10.5% | -10.4% | -20.8% |
| 1Y | -21.6% | -35.3% | +13.8% | -17.4% |
| 3Y | +16.1% | -47.7% | +63.9% | +22.9% |
| 5Y | -15.6% | -68.9% | +53.3% | -4.4% |
| All | +141.9% | -57.7% | +199.6% | +115.4% |
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