-34.4%
BBWI vs VCLT
-2.7%
-31.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.1% | -5.9% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -7.4% | +0.1% | -7.5% | -8.0% |
| 3M | -2.2% | -2.9% | +0.7% | +4.7% |
| 6M | -16.3% | -4.0% | -12.4% | -10.2% |
| YTD | -9.1% | -2.2% | -6.9% | -2.0% |
| All | -34.4% | -2.7% | -31.7% | -27.8% |
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