+943.2%
XBI vs BWA
+584.1%
+359.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.5% |
| 7D | -0.9% | +4.3% | -5.2% | -2.4% |
| 30D | +2.9% | -2.9% | +5.8% | +3.8% |
| 3M | +26.2% | -12.4% | +38.6% | +31.4% |
| 6M | +30.7% | +28.6% | +2.2% | +18.4% |
| YTD | +32.9% | +48.2% | -15.3% | +12.6% |
| 1Y | +72.3% | +50.9% | +21.3% | +44.5% |
| 3Y | +107.2% | +72.2% | +35.0% | +61.6% |
| 5Y | +23.2% | +91.1% | -67.9% | -9.5% |
| 10Y | +158.5% | +144.0% | +14.5% | +61.0% |
| All | +943.2% | +584.1% | +359.1% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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