+891.0%
XLV vs BWA
+1,538.1%
-647.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.7% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -1.4% | -5.5% | +4.1% | -0.3% |
| 3M | +8.9% | -7.6% | +16.5% | +10.3% |
| 6M | +9.1% | +25.0% | -15.9% | +2.8% |
| YTD | +7.9% | +47.0% | -39.0% | -2.7% |
| 1Y | +22.7% | +54.0% | -31.3% | +9.3% |
| 3Y | +31.9% | +70.7% | -38.8% | +12.4% |
| 5Y | +34.9% | +86.7% | -51.8% | +9.9% |
| 10Y | +173.9% | +154.0% | +19.9% | +95.6% |
| All | +891.0% | +1,538.1% | -647.1% | +255.9% |
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