-23.5%
XYL vs BWA
+55.6%
-79.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +1.2% | -1.3% | +2.5% | +1.3% |
| 30D | -11.9% | -2.9% | -9.0% | -11.8% |
| 3M | -1.5% | -10.7% | +9.2% | -0.5% |
| 6M | -11.9% | +26.5% | -38.4% | -13.6% |
| YTD | -20.6% | +49.1% | -69.7% | -26.1% |
| 1Y | -23.5% | +52.1% | -75.6% | -28.7% |
| All | -23.5% | +55.6% | -79.1% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling