-46.6%
VG vs BWA
+61.9%
-108.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.4% |
| 7D | +5.5% | +1.7% | +3.8% | +5.4% |
| 30D | -3.6% | -14.6% | +11.0% | -2.8% |
| 3M | -4.0% | -26.2% | +22.3% | -2.3% |
| 6M | +9.4% | -18.4% | +27.8% | +9.6% |
| YTD | +86.6% | +14.7% | +72.0% | +52.6% |
| 1Y | +69.5% | +13.3% | +56.2% | +39.7% |
| All | -46.6% | +61.9% | -108.5% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling