+19,298.8%
VLO vs BWA
+2,626.5%
+16,672.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.1% |
| 7D | -0.4% | +1.7% | -2.2% | -1.2% |
| 30D | -16.6% | -14.6% | -2.0% | -11.3% |
| 3M | +12.3% | -26.2% | +38.5% | +25.9% |
| 6M | +47.8% | -18.4% | +66.3% | +57.0% |
| YTD | +126.7% | +14.7% | +112.1% | +103.5% |
| 1Y | +105.4% | +13.3% | +92.0% | +84.9% |
| 3Y | +222.0% | +64.7% | +157.3% | +141.6% |
| 5Y | +449.8% | +32.2% | +417.7% | +338.1% |
| 10Y | +754.3% | +96.8% | +657.5% | +464.8% |
| All | +19,298.8% | +2,626.5% | +16,672.3% | +6,263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling