+86.7%
BWA vs VIG
+61.5%
+25.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.2% |
| 7D | -0.1% | -2.2% | +2.2% | +2.8% |
| 30D | -5.5% | -3.2% | -2.3% | -1.5% |
| 3M | -7.6% | +3.0% | -10.6% | -11.1% |
| 6M | +25.0% | +8.1% | +16.8% | +13.7% |
| YTD | +47.0% | +9.1% | +37.9% | +32.4% |
| 1Y | +54.0% | +12.6% | +41.4% | +33.5% |
| 3Y | +70.7% | +55.4% | +15.3% | 0.0% |
| 5Y | +86.7% | +62.8% | +23.9% | +4.6% |
| All | +86.7% | +61.5% | +25.2% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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