+59.4%
VEA vs BWA
+86.5%
-27.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -1.1% | -5.5% | +4.4% | +0.4% |
| 3M | +5.1% | -7.6% | +12.7% | +7.1% |
| 6M | +9.8% | +25.0% | -15.2% | +2.4% |
| YTD | +15.9% | +47.0% | -31.0% | +1.9% |
| 1Y | +24.6% | +54.0% | -29.4% | +7.7% |
| 3Y | +75.5% | +70.7% | +4.9% | +43.5% |
| 5Y | +59.4% | +86.7% | -27.3% | +19.3% |
| All | +59.4% | +86.5% | -27.1% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling