+138.2%
VSH vs BWA
+92.6%
+45.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +7.7% |
| 7D | +12.8% | +1.7% | +11.1% | +12.4% |
| 30D | -9.0% | -14.6% | +5.6% | +1.6% |
| 3M | -12.2% | -26.2% | +14.1% | +7.4% |
| 6M | -15.9% | -18.4% | +2.5% | -2.4% |
| YTD | +103.2% | +14.7% | +88.6% | +88.5% |
| 1Y | +108.4% | +13.3% | +95.1% | +94.7% |
| 3Y | +41.6% | +64.7% | -23.2% | +4.2% |
| 5Y | +54.6% | +32.2% | +22.4% | +23.4% |
| 10Y | +138.2% | +96.8% | +41.4% | +48.2% |
| All | +138.2% | +92.6% | +45.6% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling