+161.1%
VEA vs BWA
+156.8%
+4.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | -1.5% | -1.3% | -0.1% | -1.1% |
| 30D | -0.8% | -2.9% | +2.1% | -0.1% |
| 3M | +2.5% | -10.7% | +13.2% | +5.6% |
| 6M | +11.1% | +26.5% | -15.3% | +3.0% |
| YTD | +17.2% | +49.1% | -31.9% | +2.2% |
| 1Y | +24.5% | +52.1% | -27.5% | +7.7% |
| 3Y | +75.4% | +72.6% | +2.9% | +42.3% |
| 5Y | +61.1% | +89.4% | -28.3% | +23.6% |
| All | +161.1% | +156.8% | +4.3% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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