-47.7%
BBWI vs VCLT
+21.5%
-69.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +0.1% | -2.3% | +2.4% | +1.9% |
| 30D | +12.9% | +0.8% | +12.1% | +12.5% |
| 3M | +16.0% | -2.7% | +18.7% | +18.5% |
| 6M | +16.6% | -4.3% | +20.9% | +21.0% |
| YTD | +9.7% | -4.3% | +14.1% | +14.3% |
| 1Y | +1.5% | -4.4% | +5.9% | +5.7% |
| 3Y | -21.4% | +13.8% | -35.1% | -26.5% |
| 5Y | -67.6% | -17.0% | -50.6% | -64.3% |
| All | -47.7% | +21.5% | -69.2% | -40.0% |
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