+16.9%
XLB vs BWA
+59.1%
-42.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.9% |
| 7D | -1.4% | +5.7% | -7.1% | -2.5% |
| 30D | -0.4% | +1.4% | -1.8% | -0.8% |
| 3M | +2.0% | -12.1% | +14.1% | +4.4% |
| 6M | +1.8% | +28.6% | -26.7% | -3.8% |
| YTD | +16.6% | +51.1% | -34.5% | +2.6% |
| 1Y | +16.9% | +55.9% | -38.9% | +1.3% |
| All | +16.9% | +59.1% | -42.1% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling