+59.7%
XOM vs BWA
+68.2%
-8.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.9% | -0.1% | +1.9% | +1.8% |
| 30D | +4.1% | -5.5% | +9.5% | +4.6% |
| 3M | +10.4% | -7.6% | +18.0% | +11.2% |
| 6M | +13.0% | +25.0% | -11.9% | +8.6% |
| YTD | +40.1% | +47.0% | -6.9% | +29.6% |
| 1Y | +51.1% | +54.0% | -2.9% | +38.4% |
| All | +59.7% | +68.2% | -8.5% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling