-51.4%
VG vs BWA
+50.1%
-101.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.7% | +1.7% | -3.6% |
| 7D | -22.0% | -10.8% | -11.2% | -21.5% |
| 30D | -14.7% | -25.0% | +10.3% | -13.3% |
| 3M | -7.1% | -28.6% | +21.6% | -5.3% |
| 6M | -11.2% | -16.6% | +5.4% | -12.2% |
| YTD | +69.8% | +6.3% | +63.5% | +39.6% |
| 1Y | +49.9% | +7.2% | +42.7% | +22.0% |
| All | -51.4% | +50.1% | -101.6% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling