+548.2%
XRT vs BWA
+360.4%
+187.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.8% |
| 7D | -1.4% | +1.7% | -3.1% | -2.2% |
| 30D | +9.8% | -14.6% | +24.4% | +17.0% |
| 3M | +3.3% | -26.2% | +29.5% | +16.5% |
| 6M | +13.6% | -18.4% | +32.0% | +21.2% |
| YTD | +9.1% | +14.7% | -5.6% | -2.4% |
| 1Y | +15.1% | +13.3% | +1.7% | +3.3% |
| 3Y | +59.9% | +64.7% | -4.8% | +18.9% |
| 5Y | -1.7% | +32.2% | -33.9% | -21.3% |
| 10Y | +141.1% | +96.8% | +44.3% | +51.8% |
| All | +548.2% | +360.4% | +187.7% | +142.4% |
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