+149.3%
BWA vs VYM
+209.2%
-59.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.6% |
| 7D | -1.3% | -0.8% | -0.5% | -0.3% |
| 30D | -2.9% | -2.2% | -0.7% | -0.1% |
| 3M | -10.7% | +3.1% | -13.8% | -14.0% |
| 6M | +26.5% | +9.7% | +16.7% | +13.3% |
| YTD | +49.1% | +14.9% | +34.2% | +26.5% |
| 1Y | +52.1% | +17.6% | +34.5% | +25.5% |
| 3Y | +72.6% | +65.3% | +7.3% | -5.1% |
| 5Y | +89.4% | +78.7% | +10.7% | -3.2% |
| All | +149.3% | +209.2% | -59.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling