+54.9%
XLE vs BWA
+72.9%
-18.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | 0.0% | +4.3% | -4.3% | -0.6% |
| 30D | +12.6% | -2.9% | +15.5% | +13.1% |
| 3M | +11.8% | -12.4% | +24.3% | +14.0% |
| 6M | +16.1% | +28.6% | -12.5% | +9.8% |
| YTD | +46.9% | +48.2% | -1.4% | +32.9% |
| 1Y | +53.3% | +50.9% | +2.3% | +37.8% |
| 3Y | +54.9% | +72.2% | -17.2% | +24.9% |
| All | +54.9% | +72.9% | -18.0% | +24.9% |
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