+513.3%
XRT vs BWA
+506.6%
+6.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.2% |
| 7D | +0.8% | +5.7% | -4.9% | -1.6% |
| 30D | -4.2% | +1.4% | -5.6% | -5.1% |
| 3M | +5.1% | -12.1% | +17.2% | +10.0% |
| 6M | +2.4% | +28.6% | -26.1% | -10.0% |
| YTD | +3.2% | +51.1% | -47.9% | -17.4% |
| 1Y | +1.5% | +55.9% | -54.4% | -20.1% |
| 3Y | +40.6% | +70.1% | -29.6% | +3.4% |
| 5Y | -1.0% | +90.7% | -91.7% | -31.9% |
| 10Y | +128.4% | +154.0% | -25.6% | +29.5% |
| All | +513.3% | +506.6% | +6.7% | +105.3% |
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