+633.7%
XLU vs BWA
+1,538.1%
-904.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.1% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -2.5% | -5.5% | +2.9% | -1.7% |
| 3M | -2.7% | -7.6% | +4.9% | -1.7% |
| 6M | -7.5% | +25.0% | -32.4% | -11.6% |
| YTD | +0.9% | +47.0% | -46.0% | -6.9% |
| 1Y | +3.3% | +54.0% | -50.7% | -5.7% |
| 3Y | +47.3% | +70.7% | -23.4% | +29.9% |
| 5Y | +44.4% | +86.7% | -42.3% | +22.9% |
| 10Y | +140.8% | +154.0% | -13.2% | +81.9% |
| All | +633.7% | +1,538.1% | -904.4% | +203.5% |
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