+432.2%
VLO vs BWA
+34.0%
+398.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.4% | -2.4% | +1.5% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | -17.8% | -16.1% | -1.7% | -13.9% |
| 3M | +19.6% | -24.6% | +44.2% | +28.6% |
| 6M | +49.3% | -15.7% | +65.0% | +53.9% |
| YTD | +122.4% | +15.1% | +107.3% | +100.5% |
| 1Y | +107.4% | +15.9% | +91.6% | +86.3% |
| 3Y | +223.1% | +67.1% | +156.0% | +143.3% |
| 5Y | +432.2% | +34.7% | +397.5% | +322.6% |
| All | +432.2% | +34.0% | +398.3% | +322.6% |
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