-44.6%
VG vs BWA
+60.8%
-105.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +14.0% | +4.3% | +9.7% | +13.6% |
| 30D | -1.0% | -13.0% | +12.0% | -0.3% |
| 3M | -2.7% | -24.8% | +22.1% | -1.1% |
| 6M | +1.5% | -23.5% | +25.0% | +2.9% |
| YTD | +93.7% | +13.8% | +79.9% | +58.4% |
| 1Y | +68.5% | +13.4% | +55.1% | +38.0% |
| All | -44.6% | +60.8% | -105.3% | -68.2% |
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