+139.9%
XLC vs BWA
+77.1%
+62.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -0.9% | -5.6% | +4.7% | +0.5% |
| 3M | -0.3% | -10.7% | +10.4% | +2.2% |
| 6M | -5.2% | +23.2% | -28.3% | -11.8% |
| YTD | -5.3% | +46.0% | -51.3% | -17.5% |
| 1Y | -2.8% | +51.2% | -54.0% | -16.5% |
| 3Y | +71.2% | +69.6% | +1.6% | +38.0% |
| 5Y | +37.6% | +86.6% | -49.0% | +4.7% |
| All | +139.9% | +77.1% | +62.8% | +56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling