-1.5%
XLY vs BWA
+59.1%
-60.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.7% |
| 7D | -2.0% | +5.7% | -7.6% | -2.6% |
| 30D | -3.1% | +1.4% | -4.6% | -3.4% |
| 3M | -1.8% | -12.1% | +10.3% | -0.3% |
| 6M | -0.9% | +28.6% | -29.4% | -4.2% |
| YTD | -3.4% | +51.1% | -54.5% | -10.3% |
| 1Y | -1.5% | +55.9% | -57.4% | -9.4% |
| All | -1.5% | +59.1% | -60.6% | -9.4% |
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