+19,672.7%
VLO vs BWA
+3,492.4%
+16,180.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -1.1% |
| 7D | +5.2% | +5.7% | -0.5% | +2.9% |
| 30D | +22.6% | +1.4% | +21.2% | +21.6% |
| 3M | +43.8% | -12.1% | +55.9% | +50.0% |
| 6M | +65.7% | +28.6% | +37.2% | +45.7% |
| YTD | +131.1% | +51.1% | +80.0% | +86.8% |
| 1Y | +143.6% | +55.9% | +87.8% | +93.3% |
| 3Y | +201.4% | +70.1% | +131.3% | +123.7% |
| 5Y | +568.9% | +90.7% | +478.2% | +361.3% |
| 10Y | +891.8% | +154.0% | +737.8% | +492.8% |
| All | +19,672.7% | +3,492.4% | +16,180.3% | +5,739.2% |
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