+250.2%
XLI vs BWA
+153.1%
+97.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -8.2% | -5.5% | -2.7% | -6.5% |
| 3M | +0.8% | -7.6% | +8.4% | +3.1% |
| 6M | +0.8% | +25.0% | -24.1% | -8.0% |
| YTD | +10.5% | +47.0% | -36.4% | -6.6% |
| 1Y | +14.1% | +54.0% | -39.9% | -5.5% |
| 3Y | +68.6% | +70.7% | -2.1% | +30.1% |
| 5Y | +80.4% | +86.7% | -6.3% | +29.9% |
| All | +250.2% | +153.1% | +97.1% | +114.9% |
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