+432.8%
XYL vs BBWI
+8.3%
+424.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.9% | -2.6% |
| 7D | -5.0% | +1.5% | -6.6% | -5.3% |
| 30D | -13.2% | -5.2% | -8.0% | -12.6% |
| 3M | -3.7% | +11.1% | -14.8% | -6.4% |
| 6M | -17.7% | -13.4% | -4.3% | -16.7% |
| YTD | -21.5% | +0.1% | -21.6% | -23.1% |
| 1Y | -24.5% | -36.1% | +11.6% | -20.0% |
| 3Y | +6.9% | -44.1% | +51.0% | +12.0% |
| 5Y | -18.1% | -66.2% | +48.2% | -8.0% |
| 10Y | +134.7% | -54.8% | +189.5% | +119.6% |
| All | +432.8% | +8.3% | +424.5% | +243.3% |
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