+18,927.6%
VLO vs BWA
+2,636.0%
+16,291.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.4% | -2.4% | +0.8% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | -17.8% | -16.1% | -1.7% | -12.0% |
| 3M | +19.6% | -24.6% | +44.2% | +32.9% |
| 6M | +49.3% | -15.7% | +65.0% | +56.4% |
| YTD | +122.4% | +15.1% | +107.3% | +99.3% |
| 1Y | +107.4% | +15.9% | +91.6% | +85.1% |
| 3Y | +223.1% | +67.1% | +156.0% | +141.0% |
| 5Y | +432.2% | +34.7% | +397.5% | +320.5% |
| 10Y | +743.6% | +99.5% | +644.1% | +454.7% |
| All | +18,927.6% | +2,636.0% | +16,291.6% | +6,132.0% |
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 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