+1,250.4%
VUG vs BWA
+739.3%
+511.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -1.4% |
| 7D | -0.1% | +5.7% | -5.8% | -1.9% |
| 30D | -0.3% | +1.4% | -1.7% | -1.0% |
| 3M | -0.7% | -12.1% | +11.4% | +3.0% |
| 6M | +14.6% | +28.6% | -13.9% | +4.6% |
| YTD | +9.0% | +51.1% | -42.1% | -6.9% |
| 1Y | +14.9% | +55.9% | -41.0% | -3.3% |
| 3Y | +86.0% | +70.1% | +15.9% | +47.9% |
| 5Y | +76.7% | +90.7% | -14.0% | +32.5% |
| 10Y | +411.3% | +154.0% | +257.3% | +220.5% |
| All | +1,250.4% | +739.3% | +511.2% | +393.2% |
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