+123.4%
VRT vs BWA
+59.1%
+64.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +2.1% |
| 7D | +9.1% | +5.7% | +3.5% | +4.5% |
| 30D | +0.9% | +1.4% | -0.5% | -0.5% |
| 3M | -13.4% | -12.1% | -1.3% | -4.1% |
| 6M | +11.7% | +28.6% | -16.9% | -9.3% |
| YTD | +73.2% | +51.1% | +22.1% | +34.4% |
| 1Y | +123.4% | +55.9% | +67.5% | +76.1% |
| All | +123.4% | +59.1% | +64.4% | +76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling