+994.0%
XLE vs BWA
+1,182.8%
-188.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.4% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -4.8% | -16.1% | +11.3% | +1.1% |
| 3M | +8.4% | -24.6% | +33.0% | +19.1% |
| 6M | +12.7% | -15.7% | +28.4% | +17.4% |
| YTD | +41.3% | +15.1% | +26.2% | +28.2% |
| 1Y | +42.3% | +15.9% | +26.4% | +28.5% |
| 3Y | +65.1% | +67.1% | -2.0% | +26.2% |
| 5Y | +150.2% | +34.7% | +115.5% | +100.4% |
| 10Y | +163.9% | +99.5% | +64.4% | +75.3% |
| All | +994.0% | +1,182.8% | -188.8% | +308.8% |
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