+601.6%
VLO vs BWA
+88.6%
+513.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.2% | +3.8% |
| 7D | +5.8% | +4.3% | +1.5% | +4.5% |
| 30D | +28.3% | -2.9% | +31.2% | +29.2% |
| 3M | +48.7% | -12.4% | +61.2% | +53.8% |
| 6M | +71.9% | +28.6% | +43.3% | +55.5% |
| YTD | +138.7% | +48.2% | +90.4% | +100.9% |
| 1Y | +148.5% | +50.9% | +97.5% | +106.7% |
| 3Y | +192.7% | +72.2% | +120.5% | +123.7% |
| 5Y | +601.6% | +91.1% | +510.6% | +384.7% |
| All | +601.6% | +88.6% | +513.0% | +384.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling