+149.9%
XLE vs BWA
+26.5%
+123.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.6% |
| 7D | -12.0% | -5.5% | -6.5% | -10.9% |
| 30D | -2.7% | -21.7% | +19.0% | +2.6% |
| 3M | +6.6% | -25.6% | +32.2% | +13.4% |
| 6M | +9.5% | -17.4% | +27.0% | +12.5% |
| YTD | +40.6% | +9.2% | +31.4% | +31.2% |
| 1Y | +43.6% | +9.7% | +33.9% | +33.6% |
| 3Y | +58.1% | +54.6% | +3.4% | +28.2% |
| All | +149.9% | +26.5% | +123.5% | +107.4% |
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