+62.9%
XLC vs BWA
+64.1%
-1.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | +6.2% | -2.4% | +8.7% | +6.5% |
| 30D | -2.4% | -17.7% | +15.3% | +0.2% |
| 3M | -3.3% | -27.0% | +23.7% | +0.8% |
| 6M | -7.3% | -17.3% | +10.0% | -5.8% |
| YTD | -7.6% | +12.9% | -20.5% | -13.2% |
| 1Y | -3.7% | +12.9% | -16.6% | -9.6% |
| 3Y | +62.9% | +62.1% | +0.8% | +34.4% |
| All | +62.9% | +64.1% | -1.2% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling