+18.6%
XYL vs BWA
+72.9%
-54.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.8% | +3.4% |
| 7D | +1.8% | +4.3% | -2.5% | +0.7% |
| 30D | -9.2% | -2.9% | -6.3% | -8.7% |
| 3M | -0.3% | -12.4% | +12.2% | +2.8% |
| 6M | -11.0% | +28.6% | -39.5% | -17.8% |
| YTD | -19.2% | +48.2% | -67.4% | -30.5% |
| 1Y | -21.2% | +50.9% | -72.1% | -32.9% |
| 3Y | +18.6% | +72.2% | -53.6% | -8.3% |
| All | +18.6% | +72.9% | -54.3% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling