+2,864.9%
VMC vs BWA
+3,492.4%
-627.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.8% | -0.1% |
| 7D | -4.3% | +5.7% | -10.0% | -6.2% |
| 30D | -8.2% | +1.4% | -9.7% | -8.9% |
| 3M | -7.0% | -12.1% | +5.0% | -3.4% |
| 6M | -10.8% | +28.6% | -39.3% | -19.8% |
| YTD | -7.4% | +51.1% | -58.5% | -23.0% |
| 1Y | -9.5% | +55.9% | -65.4% | -26.0% |
| 3Y | +20.5% | +70.1% | -49.7% | -7.6% |
| 5Y | +51.6% | +90.7% | -39.1% | +8.1% |
| 10Y | +150.0% | +154.0% | -3.9% | +47.5% |
| All | +2,864.9% | +3,492.4% | -627.5% | +760.7% |
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