+1,199.2%
VUG vs BWA
+533.6%
+665.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +4.4% | +7.3% | -2.9% | +2.1% |
| 30D | -7.3% | -15.8% | +8.5% | -2.2% |
| 3M | -4.2% | -25.7% | +21.5% | +4.9% |
| 6M | -1.6% | -19.6% | +18.0% | +4.4% |
| YTD | +4.9% | +14.1% | -9.2% | -2.3% |
| 1Y | +3.8% | +12.2% | -8.4% | -2.9% |
| 3Y | +79.4% | +63.8% | +15.6% | +44.4% |
| 5Y | +63.9% | +28.7% | +35.2% | +39.5% |
| 10Y | +404.0% | +95.8% | +308.3% | +243.2% |
| All | +1,199.2% | +533.6% | +665.6% | +417.7% |
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 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