+143.6%
VMC vs BWA
+153.1%
-9.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -12.8% | -5.5% | -7.3% | -11.3% |
| 3M | -7.9% | -7.6% | -0.3% | -6.0% |
| 6M | -7.5% | +25.0% | -32.5% | -15.1% |
| YTD | -11.6% | +47.0% | -58.6% | -24.6% |
| 1Y | -14.3% | +54.0% | -68.2% | -28.3% |
| 3Y | +18.5% | +70.7% | -52.2% | -7.1% |
| 5Y | +46.8% | +86.7% | -39.9% | +7.6% |
| All | +143.6% | +153.1% | -9.4% | +55.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling