+832.0%
XLB vs BWA
+1,158.1%
-326.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.6% |
| 7D | +0.5% | -2.4% | +2.9% | +1.3% |
| 30D | +6.9% | -17.7% | +24.6% | +15.0% |
| 3M | -0.2% | -27.0% | +26.8% | +12.0% |
| 6M | +3.3% | -17.3% | +20.6% | +9.4% |
| YTD | +18.0% | +12.9% | +5.2% | +8.5% |
| 1Y | +24.2% | +12.9% | +11.3% | +14.0% |
| 3Y | +44.7% | +62.1% | -17.4% | +11.8% |
| 5Y | +31.6% | +30.7% | +0.9% | +7.3% |
| 10Y | +164.2% | +89.2% | +75.1% | +71.4% |
| All | +832.0% | +1,158.1% | -326.1% | +135.8% |
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