+0.2%
XYL vs BWA
+65.2%
-65.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -5.9% | +1.7% | -7.6% | -6.3% |
| 30D | -7.3% | -14.6% | +7.3% | -4.1% |
| 3M | -22.5% | -26.2% | +3.7% | -17.2% |
| 6M | -14.4% | -18.4% | +4.0% | -11.6% |
| YTD | -29.4% | +14.7% | -44.1% | -36.2% |
| 1Y | -35.6% | +13.3% | -48.9% | -41.7% |
| All | +0.2% | +65.2% | -65.0% | -23.3% |
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