+142.9%
VMC vs BWA
+151.4%
-8.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -2.8% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | -12.3% | -5.6% | -6.7% | -10.7% |
| 3M | -10.3% | -10.7% | +0.4% | -7.4% |
| 6M | -8.6% | +23.2% | -31.7% | -15.6% |
| YTD | -11.9% | +46.0% | -57.9% | -24.6% |
| 1Y | -13.9% | +51.2% | -65.1% | -27.5% |
| 3Y | +18.2% | +69.6% | -51.4% | -7.2% |
| 5Y | +47.7% | +86.6% | -38.8% | +8.3% |
| All | +142.9% | +151.4% | -8.5% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling