+142.5%
XLC vs BWA
+83.2%
+59.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.9% |
| 7D | -0.8% | +5.7% | -6.5% | -2.3% |
| 30D | +1.0% | +1.4% | -0.4% | +0.5% |
| 3M | -0.7% | -12.1% | +11.4% | +2.2% |
| 6M | -5.1% | +28.6% | -33.7% | -12.8% |
| YTD | -4.3% | +51.1% | -55.4% | -17.4% |
| 1Y | -0.6% | +55.9% | -56.4% | -15.3% |
| 3Y | +72.7% | +70.1% | +2.6% | +39.4% |
| 5Y | +38.0% | +90.7% | -52.7% | +4.4% |
| All | +142.5% | +83.2% | +59.2% | +56.8% |
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 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