+32.9%
XLV vs BWA
+17.4%
+15.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.2% |
| 7D | +5.5% | -9.9% | +15.4% | +6.0% |
| 30D | +13.3% | -16.4% | +29.7% | +14.2% |
| 3M | +17.4% | -19.8% | +37.3% | +18.4% |
| 6M | +32.1% | -10.0% | +42.1% | +30.7% |
| YTD | +24.0% | +12.7% | +11.3% | +15.5% |
| 1Y | +32.9% | +15.7% | +17.2% | +22.6% |
| All | +32.9% | +17.4% | +15.5% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling