+43.3%
XLP vs BWA
+32.2%
+11.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | +8.3% | -14.6% | +22.9% | +9.9% |
| 3M | +8.7% | -26.2% | +34.9% | +11.8% |
| 6M | +11.2% | -18.4% | +29.6% | +12.5% |
| YTD | +20.0% | +14.7% | +5.3% | +15.6% |
| 1Y | +21.3% | +13.3% | +8.0% | +17.0% |
| 3Y | +43.8% | +64.7% | -20.9% | +29.6% |
| 5Y | +43.3% | +32.2% | +11.2% | +30.1% |
| All | +43.3% | +32.2% | +11.1% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling