+223.1%
VLO vs BWA
+65.3%
+157.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.4% | -2.4% | +1.9% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | -17.8% | -16.1% | -1.7% | -15.1% |
| 3M | +19.6% | -24.6% | +44.2% | +25.7% |
| 6M | +49.3% | -15.7% | +65.0% | +52.2% |
| YTD | +122.4% | +15.1% | +107.3% | +101.3% |
| 1Y | +107.4% | +15.9% | +91.6% | +87.0% |
| 3Y | +223.1% | +67.1% | +156.0% | +137.0% |
| All | +223.1% | +65.3% | +157.7% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling