+139.5%
XLP vs BWA
+94.2%
+45.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.5% | +4.3% | -1.7% | +1.9% |
| 30D | +7.3% | -13.0% | +20.3% | +9.2% |
| 3M | +8.1% | -24.8% | +32.9% | +12.0% |
| 6M | +10.5% | -23.5% | +34.0% | +13.7% |
| YTD | +21.2% | +13.8% | +7.3% | +16.6% |
| 1Y | +22.7% | +13.4% | +9.3% | +18.0% |
| 3Y | +44.8% | +62.8% | -18.0% | +29.6% |
| 5Y | +44.7% | +28.5% | +16.3% | +32.0% |
| All | +139.5% | +94.2% | +45.3% | +99.0% |
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 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