+35.9%
XOP vs BWA
+72.9%
-37.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | +0.6% | +4.3% | -3.7% | -0.2% |
| 30D | +16.5% | -2.9% | +19.4% | +17.0% |
| 3M | +15.7% | -12.4% | +28.1% | +18.4% |
| 6M | +19.2% | +28.6% | -9.4% | +11.4% |
| YTD | +55.0% | +48.2% | +6.7% | +36.1% |
| 1Y | +54.2% | +50.9% | +3.3% | +34.2% |
| 3Y | +35.9% | +72.2% | -36.3% | +3.0% |
| All | +35.9% | +72.9% | -37.0% | +3.0% |
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 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