+141.3%
XLC vs BWA
+78.2%
+63.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +0.2% | -5.5% | +5.7% | +1.6% |
| 3M | +0.7% | -7.6% | +8.3% | +2.3% |
| 6M | -4.5% | +25.0% | -29.4% | -11.5% |
| YTD | -4.7% | +47.0% | -51.7% | -17.2% |
| 1Y | -1.5% | +54.0% | -55.5% | -15.9% |
| 3Y | +72.2% | +70.7% | +1.6% | +38.6% |
| 5Y | +39.3% | +86.7% | -47.4% | +6.0% |
| All | +141.3% | +78.2% | +63.1% | +57.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling