+988.3%
XLE vs BWA
+1,117.2%
-128.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.0% |
| 7D | -12.0% | -5.5% | -6.5% | -10.2% |
| 30D | -2.7% | -21.7% | +19.0% | +6.0% |
| 3M | +6.6% | -25.6% | +32.2% | +17.7% |
| 6M | +9.5% | -17.4% | +27.0% | +14.9% |
| YTD | +40.6% | +9.2% | +31.4% | +30.1% |
| 1Y | +43.6% | +9.7% | +33.9% | +32.4% |
| 3Y | +58.1% | +54.6% | +3.4% | +24.4% |
| 5Y | +152.2% | +26.8% | +125.4% | +106.7% |
| 10Y | +172.9% | +89.0% | +84.0% | +84.9% |
| All | +988.3% | +1,117.2% | -128.8% | +314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling