+70.0%
XLE vs BWA
+64.0%
+6.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +5.4% | +4.3% | +1.2% | +4.7% |
| 30D | -3.9% | -13.0% | +9.1% | -2.0% |
| 3M | +7.0% | -24.8% | +31.8% | +11.6% |
| 6M | +14.2% | -23.5% | +37.7% | +18.3% |
| YTD | +48.2% | +13.8% | +34.3% | +37.2% |
| 1Y | +47.7% | +13.4% | +34.2% | +36.7% |
| 3Y | +70.0% | +62.8% | +7.2% | +33.5% |
| All | +70.0% | +64.0% | +6.0% | +33.5% |
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