+181.5%
XME vs BWA
+89.5%
+92.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +1.4% | -5.6% | +7.0% | +4.0% |
| 3M | +2.7% | -10.7% | +13.4% | +8.0% |
| 6M | +6.5% | +23.2% | -16.7% | -2.8% |
| YTD | +15.2% | +46.0% | -30.8% | -4.8% |
| 1Y | +43.5% | +51.2% | -7.7% | +16.2% |
| 3Y | +135.9% | +69.6% | +66.3% | +74.9% |
| 5Y | +181.5% | +86.6% | +94.9% | +81.8% |
| All | +181.5% | +89.5% | +92.0% | +81.8% |
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