+3,116.2%
VMC vs BWA
+2,626.5%
+489.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.6% |
| 7D | -4.3% | +1.7% | -6.0% | -4.9% |
| 30D | +16.2% | -14.6% | +30.8% | +22.6% |
| 3M | -0.8% | -26.2% | +25.4% | +10.0% |
| 6M | +1.2% | -18.4% | +19.6% | +7.2% |
| YTD | +0.5% | +14.7% | -14.2% | -8.2% |
| 1Y | -2.9% | +13.3% | -16.2% | -11.1% |
| 3Y | +37.3% | +64.7% | -27.4% | +6.3% |
| 5Y | +48.8% | +32.2% | +16.6% | +21.2% |
| 10Y | +131.4% | +96.8% | +34.6% | +49.6% |
| All | +3,116.2% | +2,626.5% | +489.7% | +926.6% |
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