+820.5%
XLB vs BWA
+1,584.2%
-763.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.4% |
| 7D | -1.4% | +5.7% | -7.1% | -3.5% |
| 30D | -0.4% | +1.4% | -1.8% | -1.1% |
| 3M | +2.0% | -12.1% | +14.1% | +6.5% |
| 6M | +1.8% | +28.6% | -26.7% | -9.1% |
| YTD | +16.6% | +51.1% | -34.5% | -3.8% |
| 1Y | +16.9% | +55.9% | -38.9% | -5.1% |
| 3Y | +32.6% | +70.1% | -37.6% | +0.7% |
| 5Y | +35.6% | +90.7% | -55.0% | -4.3% |
| 10Y | +160.0% | +154.0% | +6.1% | +50.8% |
| All | +820.5% | +1,584.2% | -763.7% | +109.1% |
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