-2.6%
XRT vs BWA
+86.5%
-89.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -6.7% | -5.5% | -1.2% | -4.8% |
| 3M | -1.4% | -7.6% | +6.2% | +1.1% |
| 6M | +1.7% | +25.0% | -23.3% | -9.6% |
| YTD | -1.5% | +47.0% | -48.4% | -21.1% |
| 1Y | -2.5% | +54.0% | -56.5% | -24.1% |
| 3Y | +39.9% | +70.7% | -30.8% | 0.0% |
| 5Y | -2.6% | +86.7% | -89.3% | -38.3% |
| All | -2.6% | +86.5% | -89.1% | -38.3% |
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 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