+833.6%
XLB vs BWA
+1,182.8%
-349.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | -0.2% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | +7.1% | -16.1% | +23.2% | +14.3% |
| 3M | +0.6% | -24.6% | +25.2% | +11.5% |
| 6M | +3.5% | -15.7% | +19.2% | +8.8% |
| YTD | +18.2% | +15.1% | +3.2% | +7.8% |
| 1Y | +25.6% | +15.9% | +9.7% | +14.1% |
| 3Y | +46.7% | +67.1% | -20.4% | +12.0% |
| 5Y | +30.9% | +34.7% | -3.8% | +5.5% |
| 10Y | +167.7% | +99.5% | +68.2% | +70.0% |
| All | +833.6% | +1,182.8% | -349.2% | +134.5% |
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