+1,024.7%
XLE vs BWA
+1,584.2%
-559.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.9% |
| 7D | +2.2% | +5.7% | -3.5% | +0.1% |
| 30D | +11.8% | +1.4% | +10.4% | +10.9% |
| 3M | +9.8% | -12.1% | +21.9% | +14.1% |
| 6M | +15.6% | +28.6% | -13.0% | +3.0% |
| YTD | +45.3% | +51.1% | -5.8% | +20.2% |
| 1Y | +48.3% | +55.9% | -7.6% | +20.7% |
| 3Y | +55.4% | +70.1% | -14.7% | +18.4% |
| 5Y | +216.1% | +90.7% | +125.4% | +124.0% |
| 10Y | +178.4% | +154.0% | +24.4% | +70.1% |
| All | +1,024.7% | +1,584.2% | -559.5% | +283.2% |
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