+2,267.4%
VGT vs BWA
+739.3%
+1,528.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.6% |
| 7D | +1.0% | +5.7% | -4.7% | -1.0% |
| 30D | +1.3% | +1.4% | -0.1% | +0.6% |
| 3M | -1.1% | -12.1% | +10.9% | +3.2% |
| 6M | +32.6% | +28.6% | +4.1% | +20.5% |
| YTD | +29.0% | +51.1% | -22.1% | +9.1% |
| 1Y | +39.7% | +55.9% | -16.2% | +16.3% |
| 3Y | +120.9% | +70.1% | +50.8% | +73.3% |
| 5Y | +133.6% | +90.7% | +42.9% | +72.2% |
| 10Y | +792.6% | +154.0% | +638.6% | +446.3% |
| All | +2,267.4% | +739.3% | +1,528.1% | +702.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling