+552.8%
XLP vs BWA
+1,117.2%
-564.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.7% |
| 7D | +0.7% | -5.5% | +6.2% | +1.6% |
| 30D | +10.3% | -21.7% | +32.0% | +14.4% |
| 3M | +6.5% | -25.6% | +32.2% | +11.1% |
| 6M | +8.4% | -17.4% | +25.8% | +10.6% |
| YTD | +18.2% | +9.2% | +9.0% | +14.5% |
| 1Y | +22.4% | +9.7% | +12.7% | +18.4% |
| 3Y | +41.9% | +54.6% | -12.7% | +27.9% |
| 5Y | +40.9% | +26.8% | +14.1% | +28.9% |
| 10Y | +128.4% | +89.0% | +39.4% | +86.6% |
| All | +552.8% | +1,117.2% | -564.4% | +249.3% |
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