-15.6%
XYL vs BWA
+86.5%
-102.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -1.2% | -0.1% | -1.2% | -1.3% |
| 30D | -13.2% | -5.5% | -7.7% | -11.8% |
| 3M | -0.2% | -7.6% | +7.4% | +1.8% |
| 6M | -12.5% | +25.0% | -37.5% | -20.1% |
| YTD | -20.9% | +47.0% | -67.8% | -33.6% |
| 1Y | -21.6% | +54.0% | -75.5% | -35.7% |
| 3Y | +16.1% | +70.7% | -54.5% | -11.3% |
| 5Y | -15.6% | +86.7% | -102.3% | -41.4% |
| All | -15.6% | +86.5% | -102.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling