+69.5%
VG vs BWA
+14.3%
+55.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.9% |
| 7D | +5.5% | +1.7% | +3.8% | +5.8% |
| 30D | -3.6% | -14.6% | +11.0% | -7.7% |
| 3M | -4.0% | -26.2% | +22.3% | -11.8% |
| 6M | +9.4% | -18.4% | +27.8% | +5.6% |
| YTD | +86.6% | +14.7% | +72.0% | +79.1% |
| 1Y | +69.5% | +13.3% | +56.2% | +62.4% |
| All | +69.5% | +14.3% | +55.2% | +62.4% |
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 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