+176.5%
XLE vs BWA
+94.6%
+81.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +4.4% | +7.3% | -2.9% | +1.5% |
| 30D | -4.3% | -15.8% | +11.5% | +1.9% |
| 3M | +6.0% | -25.7% | +31.8% | +17.9% |
| 6M | +13.2% | -19.6% | +32.8% | +20.3% |
| YTD | +46.7% | +14.1% | +32.7% | +30.8% |
| 1Y | +46.6% | +12.2% | +34.5% | +31.4% |
| 3Y | +69.6% | +63.8% | +5.7% | +23.1% |
| 5Y | +166.5% | +28.7% | +137.8% | +107.1% |
| All | +176.5% | +94.6% | +81.8% | +63.7% |
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