+164.2%
XLB vs BWA
+94.2%
+69.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.5% | +4.3% | -3.7% | -1.0% |
| 30D | +5.2% | -13.0% | +18.2% | +10.3% |
| 3M | +0.3% | -24.8% | +25.1% | +10.4% |
| 6M | +1.2% | -23.5% | +24.7% | +9.9% |
| YTD | +16.6% | +13.8% | +2.8% | +6.9% |
| 1Y | +21.4% | +13.4% | +8.0% | +11.3% |
| 3Y | +43.2% | +62.8% | -19.5% | +10.9% |
| 5Y | +28.0% | +28.5% | -0.4% | +5.2% |
| All | +164.2% | +94.2% | +69.9% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling