+120.6%
VLO vs BWA
+17.4%
+103.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.2% | -5.8% |
| 7D | -6.0% | -9.9% | +3.9% | -6.0% |
| 30D | -12.9% | -16.4% | +3.5% | -13.0% |
| 3M | +18.3% | -19.8% | +38.2% | +18.1% |
| 6M | +46.4% | -10.0% | +56.4% | +47.0% |
| YTD | +127.7% | +12.7% | +115.0% | +109.0% |
| 1Y | +120.6% | +15.7% | +105.0% | +101.4% |
| All | +120.6% | +17.4% | +103.3% | +101.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling