+508.9%
XLP vs BWA
+1,584.2%
-1,075.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.2% |
| 7D | -1.0% | +5.7% | -6.7% | -1.9% |
| 30D | -0.9% | +1.4% | -2.3% | -1.2% |
| 3M | +3.8% | -12.1% | +15.9% | +5.5% |
| 6M | -1.7% | +28.6% | -30.3% | -6.4% |
| YTD | +10.3% | +51.1% | -40.8% | +1.8% |
| 1Y | +7.8% | +55.9% | -48.1% | -1.1% |
| 3Y | +27.2% | +70.1% | -42.9% | +13.2% |
| 5Y | +32.5% | +90.7% | -58.2% | +13.8% |
| 10Y | +101.8% | +154.0% | -52.2% | +57.8% |
| All | +508.9% | +1,584.2% | -1,075.3% | +210.5% |
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