-51.4%
VG vs BWA
+54.2%
-105.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | -22.0% | -5.5% | -16.6% | -21.8% |
| 30D | -11.6% | -21.7% | +10.1% | -10.4% |
| 3M | -14.9% | -25.6% | +10.8% | -13.4% |
| 6M | -3.5% | -17.4% | +13.9% | -4.1% |
| YTD | +70.0% | +9.2% | +60.8% | +39.4% |
| 1Y | +50.0% | +9.7% | +40.2% | +22.2% |
| All | -51.4% | +54.2% | -105.6% | -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