+29.9%
VNQ vs BWA
+68.2%
-38.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.0% |
| 7D | -2.6% | -0.1% | -2.6% | -2.6% |
| 30D | -2.3% | -5.5% | +3.1% | -1.6% |
| 3M | -2.8% | -7.6% | +4.8% | -1.8% |
| 6M | +2.5% | +25.0% | -22.5% | -2.3% |
| YTD | +8.4% | +47.0% | -38.5% | -1.3% |
| 1Y | +6.8% | +54.0% | -47.2% | -4.1% |
| All | +29.9% | +68.2% | -38.3% | +10.0% |
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