+1,080.1%
XLI vs BWA
+1,171.5%
-91.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +4.3% | +7.3% | -3.0% | +1.6% |
| 30D | +0.5% | -15.8% | +16.3% | +6.9% |
| 3M | -8.6% | -25.7% | +17.1% | +1.5% |
| 6M | -2.3% | -19.6% | +17.3% | +4.5% |
| YTD | +10.1% | +14.1% | -4.0% | +1.5% |
| 1Y | +11.0% | +12.2% | -1.2% | +2.8% |
| 3Y | +72.3% | +63.8% | +8.4% | +34.6% |
| 5Y | +70.8% | +28.7% | +42.1% | +41.6% |
| 10Y | +228.7% | +95.8% | +133.0% | +115.9% |
| All | +1,080.1% | +1,171.5% | -91.4% | +196.3% |
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