-56.2%
BBWI vs VCLT
+17.1%
-73.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | -4.8% | -1.4% | -3.5% | -3.9% |
| 30D | +3.5% | -1.2% | +4.7% | +4.3% |
| 3M | -0.3% | -4.8% | +4.5% | +3.4% |
| 6M | -5.4% | -2.6% | -2.8% | -3.1% |
| YTD | -4.7% | -3.3% | -1.4% | -1.8% |
| 1Y | -30.5% | -4.8% | -25.7% | -27.7% |
| 3Y | -44.3% | +11.5% | -55.8% | -47.5% |
| 5Y | -66.9% | -17.0% | -49.9% | -63.9% |
| All | -56.2% | +17.1% | -73.3% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling