+788.5%
XLK vs BWA
+156.8%
+631.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +0.8% |
| 7D | +0.2% | -1.3% | +1.5% | +0.6% |
| 30D | -0.6% | -2.9% | +2.3% | +0.2% |
| 3M | +2.6% | -10.7% | +13.3% | +6.3% |
| 6M | +34.0% | +26.5% | +7.5% | +23.2% |
| YTD | +30.7% | +49.1% | -18.4% | +11.9% |
| 1Y | +39.2% | +52.1% | -12.9% | +18.0% |
| 3Y | +120.4% | +72.6% | +47.9% | +73.2% |
| 5Y | +148.8% | +89.4% | +59.4% | +84.1% |
| All | +788.5% | +156.8% | +631.7% | +466.6% |
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