+218.0%
XLE vs BWA
+91.4%
+126.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.5% |
| 7D | +2.2% | +5.7% | -3.5% | +0.8% |
| 30D | +11.8% | +1.4% | +10.4% | +11.2% |
| 3M | +9.8% | -12.1% | +21.9% | +12.9% |
| 6M | +15.6% | +28.6% | -13.0% | +6.6% |
| YTD | +45.3% | +51.1% | -5.8% | +26.0% |
| 1Y | +48.3% | +55.9% | -7.6% | +26.9% |
| 3Y | +55.4% | +70.1% | -14.7% | +25.7% |
| All | +218.0% | +91.4% | +126.6% | +129.5% |
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 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