+534.3%
BWA vs VO
+825.6%
-291.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.3% | +3.1% | +1.2% | +0.6% |
| 30D | -13.0% | +2.2% | -15.2% | -15.2% |
| 3M | -24.8% | -2.5% | -22.3% | -22.4% |
| 6M | -23.5% | +7.0% | -30.5% | -29.1% |
| YTD | +13.8% | +14.0% | -0.2% | -2.0% |
| 1Y | +13.4% | +15.6% | -2.2% | -3.8% |
| 3Y | +62.8% | +66.2% | -3.4% | -9.9% |
| 5Y | +28.5% | +36.6% | -8.2% | -10.7% |
| 10Y | +95.4% | +199.0% | -103.6% | -47.8% |
| All | +534.3% | +825.6% | -291.3% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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