+145.4%
VLO vs BWA
+48.6%
+96.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.5% |
| 7D | +6.2% | +0.1% | +6.1% | +6.2% |
| 30D | +23.5% | -5.6% | +29.0% | +23.3% |
| 3M | +53.9% | -10.7% | +64.6% | +53.6% |
| 6M | +81.7% | +23.2% | +58.5% | +82.8% |
| YTD | +142.5% | +46.0% | +96.5% | +131.8% |
| 1Y | +145.4% | +51.2% | +94.3% | +133.3% |
| All | +145.4% | +48.6% | +96.8% | +133.3% |
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