+77.6%
XOP vs BWA
+357.1%
-279.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +6.3% | +4.3% | +2.1% | +4.0% |
| 30D | -6.6% | -13.0% | +6.4% | -0.1% |
| 3M | +3.6% | -24.8% | +28.4% | +18.4% |
| 6M | +10.8% | -23.5% | +34.3% | +23.2% |
| YTD | +48.3% | +13.8% | +34.4% | +28.2% |
| 1Y | +42.9% | +13.4% | +29.5% | +23.4% |
| 3Y | +43.3% | +62.8% | -19.5% | -2.4% |
| 5Y | +94.0% | +28.5% | +65.5% | +43.9% |
| 10Y | +53.7% | +95.4% | -41.6% | -12.2% |
| All | +77.6% | +357.1% | -279.5% | -40.3% |
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