+175.8%
VSH vs BWA
+153.1%
+22.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.4% |
| 7D | +3.1% | -0.1% | +3.1% | +3.1% |
| 30D | -5.7% | -5.5% | -0.2% | -2.4% |
| 3M | -42.5% | -7.6% | -34.9% | -39.4% |
| 6M | +82.7% | +25.0% | +57.7% | +61.8% |
| YTD | +118.2% | +47.0% | +71.3% | +71.7% |
| 1Y | +109.7% | +54.0% | +55.7% | +60.0% |
| 3Y | +35.3% | +70.7% | -35.4% | -5.4% |
| 5Y | +65.6% | +86.7% | -21.1% | +5.5% |
| All | +175.8% | +153.1% | +22.7% | +45.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling