+74.2%
XLF vs BWA
+70.7%
+3.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -1.5% | -1.3% | -0.1% | -1.3% |
| 30D | -1.2% | -2.9% | +1.8% | -0.8% |
| 3M | +9.2% | -10.7% | +19.9% | +10.9% |
| 6M | +16.3% | +26.5% | -10.1% | +10.5% |
| YTD | +5.4% | +49.1% | -43.7% | -4.7% |
| 1Y | +7.6% | +52.1% | -44.4% | -3.4% |
| 3Y | +74.2% | +72.6% | +1.6% | +44.4% |
| All | +74.2% | +70.7% | +3.5% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling