+50.7%
XRT vs BWA
+51.7%
-1.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.5% |
| 7D | +0.9% | -5.5% | +6.3% | +2.4% |
| 30D | +7.9% | -21.7% | +29.7% | +15.8% |
| 3M | -0.2% | -25.6% | +25.4% | +8.3% |
| 6M | +5.6% | -17.4% | +23.0% | +9.2% |
| YTD | +5.7% | +9.2% | -3.5% | -5.3% |
| 1Y | +14.6% | +9.7% | +4.8% | +2.3% |
| 3Y | +50.7% | +54.6% | -4.0% | +8.6% |
| All | +50.7% | +51.7% | -1.0% | +8.6% |
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 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