-43.4%
BBWI vs VCLT
+12.2%
-55.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.6% | +0.3% | +1.3% | +1.2% |
| 30D | -6.2% | -0.6% | -5.7% | -5.7% |
| 3M | +4.3% | -2.2% | +6.6% | +7.4% |
| 6M | -7.2% | -2.9% | -4.3% | -3.4% |
| YTD | -3.0% | -2.1% | -1.0% | +0.2% |
| 1Y | -30.8% | -2.6% | -28.2% | -28.2% |
| 3Y | -43.4% | +12.5% | -55.9% | -46.0% |
| All | -43.4% | +12.2% | -55.6% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling