+420.5%
VUG vs BWA
+142.7%
+277.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -1.7% | -5.6% | +3.9% | -0.2% |
| 3M | +2.8% | -10.7% | +13.5% | +5.8% |
| 6M | +13.6% | +23.2% | -9.6% | +5.8% |
| YTD | +8.1% | +46.0% | -37.9% | -5.8% |
| 1Y | +13.1% | +51.2% | -38.1% | -2.9% |
| 3Y | +87.0% | +69.6% | +17.4% | +50.5% |
| 5Y | +76.0% | +86.6% | -10.6% | +33.9% |
| 10Y | +420.5% | +152.3% | +268.2% | +238.7% |
| All | +420.5% | +142.7% | +277.8% | +238.7% |
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