-11.2%
VG vs BWA
-15.7%
+4.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.7% | +1.7% | -5.4% |
| 7D | -22.0% | -10.8% | -11.2% | -24.4% |
| 30D | -14.7% | -25.0% | +10.3% | -21.5% |
| 3M | -7.1% | -28.6% | +21.6% | -15.6% |
| 6M | -11.2% | -16.6% | +5.4% | +2.5% |
| All | -11.2% | -15.7% | +4.6% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling