+6.7%
XME vs BWA
+17.4%
-10.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | 0.0% |
| 7D | -5.5% | -9.9% | +4.4% | -1.4% |
| 30D | -11.1% | -16.4% | +5.2% | -4.5% |
| 3M | -11.1% | -19.8% | +8.7% | -2.9% |
| 6M | -18.0% | -10.0% | -8.0% | -12.2% |
| YTD | -7.4% | +12.7% | -20.1% | -13.0% |
| 1Y | +6.7% | +15.7% | -9.0% | -1.3% |
| All | +6.7% | +17.4% | -10.7% | -1.3% |
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