+264.7%
XOM vs BWA
+86.5%
+178.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 3M | +10.4% | -7.6% | +18.0% | +11.7% |
| 6M | +13.0% | +25.0% | -11.9% | +6.3% |
| YTD | +40.1% | +47.0% | -6.9% | +25.3% |
| 1Y | +51.1% | +54.0% | -2.9% | +33.2% |
| 3Y | +57.7% | +70.7% | -13.0% | +31.9% |
| 5Y | +264.7% | +86.7% | +178.1% | +178.4% |
| All | +264.7% | +86.5% | +178.2% | +178.4% |
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