+12.8%
VG vs BWA
+59.1%
-46.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | +0.3% |
| 7D | +1.7% | +5.7% | -4.0% | +3.2% |
| 30D | +16.0% | +1.4% | +14.6% | +16.7% |
| 3M | +9.7% | -12.1% | +21.8% | +7.3% |
| 6M | +29.6% | +28.6% | +1.0% | +39.1% |
| YTD | +112.0% | +51.1% | +60.9% | +107.2% |
| 1Y | +12.8% | +55.9% | -43.1% | +8.1% |
| All | +12.8% | +59.1% | -46.3% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling