+3.8%
VUG vs BWA
+12.4%
-8.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +4.4% | +7.3% | -2.9% | +3.2% |
| 30D | -7.3% | -15.8% | +8.5% | -5.1% |
| 3M | -4.2% | -25.7% | +21.5% | -0.5% |
| 6M | -1.6% | -19.6% | +18.0% | +1.3% |
| YTD | +4.9% | +14.1% | -9.2% | +2.5% |
| 1Y | +3.8% | +12.2% | -8.4% | +1.7% |
| All | +3.8% | +12.4% | -8.6% | +1.7% |
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 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