+535.6%
VSH vs BWA
+2,626.5%
-2,090.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +7.9% |
| 7D | +12.8% | +1.7% | +11.1% | +12.5% |
| 30D | -9.0% | -14.6% | +5.6% | +0.4% |
| 3M | -12.2% | -26.2% | +14.1% | +5.3% |
| 6M | -15.9% | -18.4% | +2.5% | -3.9% |
| YTD | +103.2% | +14.7% | +88.6% | +89.6% |
| 1Y | +108.4% | +13.3% | +95.1% | +95.8% |
| 3Y | +41.6% | +64.7% | -23.2% | +7.8% |
| 5Y | +54.6% | +32.2% | +22.4% | +27.6% |
| 10Y | +138.2% | +96.8% | +41.4% | +50.0% |
| All | +535.6% | +2,626.5% | -2,090.9% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling