+20.9%
XLB vs BWA
+12.4%
+8.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | 0.0% | +7.3% | -7.3% | -1.3% |
| 30D | +5.3% | -15.8% | +21.1% | +8.5% |
| 3M | 0.0% | -25.7% | +25.7% | +5.5% |
| 6M | +1.2% | -19.6% | +20.8% | +4.8% |
| YTD | +16.9% | +14.1% | +2.8% | +7.3% |
| 1Y | +20.9% | +12.2% | +8.7% | +11.6% |
| All | +20.9% | +12.4% | +8.5% | +11.6% |
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