+38.1%
VMC vs BWA
+65.2%
-27.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | -4.3% | +1.7% | -6.0% | -4.6% |
| 30D | +16.2% | -14.6% | +30.8% | +19.5% |
| 3M | -0.8% | -26.2% | +25.4% | +4.8% |
| 6M | +1.2% | -18.4% | +19.6% | +4.3% |
| YTD | +0.5% | +14.7% | -14.2% | -5.9% |
| 1Y | -2.9% | +13.3% | -16.2% | -8.8% |
| All | +38.1% | +65.2% | -27.0% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling