+177.0%
XME vs BWA
+360.4%
-183.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.3% |
| 7D | +1.5% | +1.7% | -0.2% | +0.6% |
| 30D | -7.3% | -14.6% | +7.3% | +1.5% |
| 3M | -17.4% | -26.2% | +8.8% | -2.3% |
| 6M | -21.8% | -18.4% | -3.4% | -12.8% |
| YTD | -6.0% | +14.7% | -20.6% | -16.1% |
| 1Y | +3.8% | +13.3% | -9.5% | -6.8% |
| 3Y | +100.0% | +64.7% | +35.3% | +39.4% |
| 5Y | +116.1% | +32.2% | +83.9% | +63.8% |
| 10Y | +280.6% | +96.8% | +183.8% | +105.4% |
| All | +177.0% | +360.4% | -183.4% | -27.0% |
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