+425.1%
XLF vs BWA
+1,171.5%
-746.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.2% | +7.3% | -6.0% | -1.9% |
| 30D | +6.2% | -15.8% | +22.0% | +14.0% |
| 3M | +0.9% | -25.7% | +26.6% | +13.8% |
| 6M | +13.6% | -19.6% | +33.3% | +22.0% |
| YTD | +7.6% | +14.1% | -6.5% | -4.2% |
| 1Y | +10.2% | +12.2% | -2.0% | -1.4% |
| 3Y | +79.8% | +63.8% | +16.0% | +30.2% |
| 5Y | +58.0% | +28.7% | +29.3% | +23.1% |
| 10Y | +222.8% | +95.8% | +127.1% | +87.8% |
| All | +425.1% | +1,171.5% | -746.4% | +2.5% |
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