+99.4%
XYL vs BWA
+94.2%
+5.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.7% | +4.3% | -8.0% | -5.2% |
| 30D | -8.3% | -13.0% | +4.7% | -4.1% |
| 3M | -21.4% | -24.8% | +3.4% | -13.6% |
| 6M | -12.9% | -23.5% | +10.6% | -5.8% |
| YTD | -30.1% | +13.8% | -43.9% | -37.0% |
| 1Y | -35.2% | +13.4% | -48.6% | -41.6% |
| 3Y | -0.8% | +62.8% | -63.5% | -25.0% |
| 5Y | -23.2% | +28.5% | -51.7% | -38.2% |
| All | +99.4% | +94.2% | +5.1% | +29.2% |
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