-36.1%
BBWI vs VCLT
-0.4%
-35.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.6% |
| 7D | +1.5% | -0.5% | +2.0% | +2.5% |
| 30D | -5.2% | -0.9% | -4.3% | -3.7% |
| 3M | +11.1% | -3.2% | +14.4% | +18.7% |
| 6M | -13.4% | -3.8% | -9.6% | -9.3% |
| YTD | +0.1% | -2.0% | +2.1% | +6.5% |
| 1Y | -36.1% | -0.8% | -35.3% | -27.5% |
| All | -36.1% | -0.4% | -35.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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