+35.6%
VSH vs BWA
+72.9%
-37.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.2% |
| 7D | +6.2% | +4.3% | +1.9% | +3.3% |
| 30D | -11.1% | -2.9% | -8.2% | -9.4% |
| 3M | -44.9% | -12.4% | -32.5% | -39.8% |
| 6M | +90.0% | +28.6% | +61.4% | +65.6% |
| YTD | +118.8% | +48.2% | +70.6% | +69.5% |
| 1Y | +109.0% | +50.9% | +58.1% | +59.5% |
| 3Y | +35.6% | +72.2% | -36.5% | -16.5% |
| All | +35.6% | +72.9% | -37.3% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling