+1,111.5%
XLI vs BWA
+1,552.3%
-440.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +1.0% | +4.3% | -3.3% | -0.6% |
| 30D | -5.8% | -2.9% | -2.9% | -5.0% |
| 3M | +0.7% | -12.4% | +13.1% | +5.2% |
| 6M | +3.2% | +28.6% | -25.4% | -7.2% |
| YTD | +13.0% | +48.2% | -35.2% | -5.1% |
| 1Y | +16.8% | +50.9% | -34.1% | -3.0% |
| 3Y | +72.4% | +72.2% | +0.3% | +32.1% |
| 5Y | +82.8% | +91.1% | -8.3% | +30.7% |
| 10Y | +252.4% | +144.0% | +108.4% | +113.6% |
| All | +1,111.5% | +1,552.3% | -440.8% | +177.0% |
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