+121.7%
XRT vs BWA
+151.4%
-29.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -6.9% | -5.6% | -1.4% | -4.8% |
| 3M | -0.4% | -10.7% | +10.3% | +3.9% |
| 6M | +2.2% | +23.2% | -20.9% | -9.1% |
| YTD | -0.7% | +46.0% | -46.7% | -20.6% |
| 1Y | -2.0% | +51.2% | -53.2% | -23.3% |
| 3Y | +41.0% | +69.6% | -28.5% | +1.0% |
| 5Y | -3.3% | +86.6% | -89.9% | -35.7% |
| All | +121.7% | +151.4% | -29.7% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling