+82.5%
XOP vs BWA
+506.6%
-424.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -2.3% |
| 7D | +2.6% | +5.7% | -3.1% | -0.4% |
| 30D | +15.4% | +1.4% | +14.0% | +14.2% |
| 3M | +12.1% | -12.1% | +24.1% | +18.1% |
| 6M | +19.7% | +28.6% | -8.9% | +1.0% |
| YTD | +52.4% | +51.1% | +1.3% | +15.1% |
| 1Y | +47.6% | +55.9% | -8.3% | +8.7% |
| 3Y | +34.4% | +70.1% | -35.8% | -9.9% |
| 5Y | +154.4% | +90.7% | +63.7% | +54.5% |
| 10Y | +54.7% | +154.0% | -99.3% | -22.4% |
| All | +82.5% | +506.6% | -424.1% | -46.4% |
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