+407.7%
XME vs BWA
+153.1%
+254.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.0% |
| 7D | -3.0% | -0.1% | -3.0% | -3.1% |
| 30D | -2.6% | -5.5% | +2.9% | 0.0% |
| 3M | +2.2% | -7.6% | +9.8% | +6.1% |
| 6M | +0.7% | +25.0% | -24.3% | -9.9% |
| YTD | +10.9% | +47.0% | -36.0% | -10.6% |
| 1Y | +35.7% | +54.0% | -18.3% | +6.4% |
| 3Y | +127.1% | +70.7% | +56.4% | +63.1% |
| 5Y | +168.5% | +86.7% | +81.8% | +78.0% |
| All | +407.7% | +153.1% | +254.6% | +193.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling