-14.5%
XYL vs BBWI
-68.8%
+54.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | +0.1% |
| 7D | +0.8% | -4.4% | +5.3% | +1.6% |
| 30D | -10.8% | -7.4% | -3.5% | -9.9% |
| 3M | -2.5% | -2.2% | -0.3% | -2.9% |
| 6M | -12.2% | -16.3% | +4.1% | -10.6% |
| YTD | -20.1% | -9.1% | -10.9% | -20.2% |
| 1Y | -20.6% | -34.5% | +13.9% | -16.1% |
| 3Y | +17.3% | -47.0% | +64.3% | +23.9% |
| 5Y | -14.5% | -68.8% | +54.3% | +2.7% |
| All | -14.5% | -68.8% | +54.3% | +2.7% |
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