+167.1%
XME vs BWA
+357.1%
-190.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.3% | +4.3% | -4.0% | -2.0% |
| 30D | -6.1% | -13.0% | +6.9% | +1.6% |
| 3M | -18.6% | -24.8% | +6.2% | -4.7% |
| 6M | -23.9% | -23.5% | -0.4% | -11.8% |
| YTD | -9.3% | +13.8% | -23.2% | -18.7% |
| 1Y | +1.8% | +13.4% | -11.7% | -8.7% |
| 3Y | +93.0% | +62.8% | +30.2% | +35.5% |
| 5Y | +107.0% | +28.5% | +78.5% | +59.6% |
| 10Y | +266.9% | +95.4% | +171.6% | +98.9% |
| All | +167.1% | +357.1% | -190.0% | -29.4% |
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 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