+63.9%
VUG vs BWA
+30.6%
+33.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +4.4% | +7.3% | -2.9% | +2.3% |
| 30D | -7.3% | -15.8% | +8.5% | -2.7% |
| 3M | -4.2% | -25.7% | +21.5% | +3.9% |
| 6M | -1.6% | -19.6% | +18.0% | +3.8% |
| YTD | +4.9% | +14.1% | -9.2% | -2.7% |
| 1Y | +3.8% | +12.2% | -8.4% | -3.3% |
| 3Y | +79.4% | +63.8% | +15.6% | +40.8% |
| 5Y | +63.9% | +28.7% | +35.2% | +28.0% |
| All | +63.9% | +30.6% | +33.3% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling