+116.1%
XME vs BWA
+32.2%
+83.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.1% |
| 7D | +1.5% | +1.7% | -0.2% | +0.8% |
| 30D | -7.3% | -14.6% | +7.3% | -0.3% |
| 3M | -17.4% | -26.2% | +8.8% | -5.5% |
| 6M | -21.8% | -18.4% | -3.4% | -14.4% |
| YTD | -6.0% | +14.7% | -20.6% | -13.5% |
| 1Y | +3.8% | +13.3% | -9.5% | -4.1% |
| 3Y | +100.0% | +64.7% | +35.3% | +49.7% |
| 5Y | +116.1% | +32.2% | +83.9% | +67.4% |
| All | +116.1% | +32.2% | +83.8% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling