+37.8%
XLC vs BWA
+88.6%
-50.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +0.6% | +4.3% | -3.7% | -0.4% |
| 30D | +0.2% | -2.9% | +3.1% | +0.8% |
| 3M | +0.6% | -12.4% | +13.1% | +3.5% |
| 6M | -4.5% | +28.6% | -33.1% | -11.8% |
| YTD | -4.7% | +48.2% | -52.9% | -16.9% |
| 1Y | -1.7% | +50.9% | -52.6% | -15.0% |
| 3Y | +72.3% | +72.2% | +0.1% | +38.8% |
| 5Y | +37.8% | +91.1% | -53.3% | +0.8% |
| All | +37.8% | +88.6% | -50.9% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling