-49.4%
VG vs BWA
+59.4%
-108.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.8% |
| 7D | -7.7% | -2.4% | -5.3% | -7.6% |
| 30D | -8.8% | -17.7% | +8.9% | -7.8% |
| 3M | -15.6% | -27.0% | +11.4% | -14.1% |
| 6M | +5.2% | -17.3% | +22.5% | +5.0% |
| YTD | +76.9% | +12.9% | +64.0% | +44.8% |
| 1Y | +42.5% | +12.9% | +29.6% | +16.3% |
| All | -49.4% | +59.4% | -108.8% | -71.0% |
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