+1,096.1%
XLY vs BWA
+1,538.1%
-442.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -6.1% | -5.5% | -0.6% | -4.4% |
| 3M | -1.2% | -7.6% | +6.5% | +1.1% |
| 6M | -1.8% | +25.0% | -26.7% | -10.8% |
| YTD | -5.9% | +47.0% | -52.8% | -20.9% |
| 1Y | -3.1% | +54.0% | -57.1% | -20.3% |
| 3Y | +36.0% | +70.7% | -34.7% | +4.6% |
| 5Y | +27.6% | +86.7% | -59.1% | -7.0% |
| 10Y | +216.8% | +154.0% | +62.8% | +88.8% |
| All | +1,096.1% | +1,538.1% | -442.1% | +156.7% |
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