+501.0%
BWA vs VIG
+617.8%
-116.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -0.8% |
| 7D | +4.3% | -0.4% | +4.7% | +4.9% |
| 30D | -2.9% | -2.1% | -0.8% | -0.1% |
| 3M | -12.4% | +3.3% | -15.8% | -16.3% |
| 6M | +28.6% | +9.3% | +19.3% | +14.2% |
| YTD | +48.2% | +10.1% | +38.1% | +30.3% |
| 1Y | +50.9% | +14.7% | +36.2% | +25.5% |
| 3Y | +72.2% | +56.9% | +15.2% | -7.1% |
| 5Y | +91.1% | +62.9% | +28.1% | -1.7% |
| 10Y | +144.0% | +241.3% | -97.3% | -58.2% |
| All | +501.0% | +617.8% | -116.9% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling