+562.7%
XLP vs BWA
+1,178.3%
-615.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -0.5% | +1.7% | -2.2% | -0.9% |
| 30D | +8.3% | -14.6% | +22.9% | +10.8% |
| 3M | +8.7% | -26.2% | +34.9% | +13.5% |
| 6M | +11.2% | -18.4% | +29.6% | +13.7% |
| YTD | +20.0% | +14.7% | +5.3% | +15.3% |
| 1Y | +21.3% | +13.3% | +8.0% | +16.8% |
| 3Y | +43.8% | +64.7% | -20.9% | +28.3% |
| 5Y | +43.3% | +32.2% | +11.2% | +30.2% |
| 10Y | +136.8% | +96.8% | +40.0% | +92.3% |
| All | +562.7% | +1,178.3% | -615.5% | +251.8% |
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