+118.1%
VSH vs BWA
+55.6%
+62.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.7% | +5.2% |
| 7D | +4.8% | -1.3% | +6.1% | +5.7% |
| 30D | -0.7% | -2.9% | +2.2% | +1.4% |
| 3M | -43.1% | -10.7% | -32.3% | -38.8% |
| 6M | +91.8% | +26.5% | +65.3% | +75.2% |
| YTD | +131.6% | +49.1% | +82.5% | +87.1% |
| 1Y | +118.1% | +52.1% | +66.0% | +72.4% |
| All | +118.1% | +55.6% | +62.5% | +72.4% |
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