+246.5%
XLF vs BWA
+153.1%
+93.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -1.6% | -5.5% | +3.9% | +0.1% |
| 3M | +9.3% | -7.6% | +16.9% | +11.6% |
| 6M | +14.6% | +25.0% | -10.4% | +3.5% |
| YTD | +4.7% | +47.0% | -42.2% | -13.0% |
| 1Y | +8.6% | +54.0% | -45.4% | -11.8% |
| 3Y | +73.9% | +70.7% | +3.2% | +30.8% |
| 5Y | +65.0% | +86.7% | -21.6% | +15.5% |
| All | +246.5% | +153.1% | +93.5% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling