+911.8%
VLO vs BWA
+153.1%
+758.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +4.0% | -0.1% | +4.0% | +3.9% |
| 30D | +19.0% | -5.5% | +24.5% | +21.7% |
| 3M | +50.0% | -7.6% | +57.6% | +54.0% |
| 6M | +79.1% | +25.0% | +54.2% | +55.6% |
| YTD | +140.3% | +47.0% | +93.3% | +87.1% |
| 1Y | +148.3% | +54.0% | +94.3% | +87.4% |
| 3Y | +194.6% | +70.7% | +124.0% | +101.6% |
| 5Y | +609.6% | +86.7% | +522.9% | +339.0% |
| All | +911.8% | +153.1% | +758.7% | +421.4% |
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 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