+92.2%
XOP vs BWA
+30.6%
+61.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | +5.2% | +7.3% | -2.1% | +3.0% |
| 30D | -8.4% | -15.8% | +7.5% | -3.9% |
| 3M | +2.9% | -25.7% | +28.7% | +11.6% |
| 6M | +8.8% | -19.6% | +28.4% | +13.9% |
| YTD | +46.9% | +14.1% | +32.8% | +31.6% |
| 1Y | +41.5% | +12.2% | +29.3% | +27.4% |
| 3Y | +43.1% | +63.8% | -20.7% | +5.7% |
| 5Y | +92.2% | +28.7% | +63.5% | +55.6% |
| All | +92.2% | +30.6% | +61.6% | +55.6% |
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