+68.1%
BWA vs VSXY
+37.7%
+30.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.0% |
| 7D | +0.1% | -10.7% | +10.8% | +1.7% |
| 30D | -5.6% | -24.3% | +18.7% | -1.7% |
| 3M | -10.7% | +1.0% | -11.7% | -11.5% |
| 6M | +23.2% | +57.4% | -34.2% | +11.7% |
| YTD | +46.0% | +39.8% | +6.2% | +33.6% |
| 1Y | +51.2% | +196.5% | -145.3% | +19.8% |
| 3Y | +69.6% | +357.2% | -287.7% | +13.2% |
| 5Y | +86.6% | +18.9% | +67.7% | +55.4% |
| All | +68.1% | +37.7% | +30.4% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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