+32.9%
VWO vs BWA
+84.5%
-51.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -0.3% | -5.5% | +5.2% | +1.0% |
| 3M | +4.0% | -7.6% | +11.6% | +5.8% |
| 6M | +8.1% | +25.0% | -16.9% | +1.5% |
| YTD | +11.6% | +47.0% | -35.3% | -0.6% |
| 1Y | +16.2% | +54.0% | -37.8% | +1.9% |
| 3Y | +63.3% | +70.7% | -7.4% | +35.9% |
| All | +32.9% | +84.5% | -51.6% | +2.0% |
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