+387.0%
VNQ vs BWA
+807.4%
-420.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -2.2% | -5.6% | +3.3% | -0.3% |
| 3M | -1.9% | -10.7% | +8.8% | +1.6% |
| 6M | +3.2% | +23.2% | -19.9% | -7.0% |
| YTD | +9.4% | +46.0% | -36.6% | -9.8% |
| 1Y | +7.5% | +51.2% | -43.6% | -13.0% |
| 3Y | +31.1% | +69.6% | -38.5% | -2.6% |
| 5Y | +6.6% | +86.6% | -80.0% | -26.9% |
| 10Y | +63.9% | +152.3% | -88.4% | -15.3% |
| All | +387.0% | +807.4% | -420.4% | +17.0% |
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 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