+404.6%
VIAV vs BWA
+156.8%
+247.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.0% |
| 7D | +11.2% | -1.3% | +12.5% | +11.7% |
| 30D | -10.1% | -2.9% | -7.2% | -8.9% |
| 3M | -22.9% | -10.7% | -12.2% | -19.1% |
| 6M | +28.8% | +26.5% | +2.3% | +18.3% |
| YTD | +117.5% | +49.1% | +68.4% | +83.8% |
| 1Y | +216.1% | +52.1% | +164.0% | +164.9% |
| 3Y | +292.2% | +72.6% | +219.6% | +203.3% |
| 5Y | +141.0% | +89.4% | +51.6% | +73.3% |
| All | +404.6% | +156.8% | +247.8% | +196.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling