-21.4%
BBWI vs VCLT
+14.4%
-35.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +0.1% | -2.3% | +2.4% | +3.3% |
| 30D | +12.9% | +0.8% | +12.1% | +12.2% |
| 3M | +16.0% | -2.7% | +18.7% | +20.2% |
| 6M | +16.6% | -4.3% | +20.9% | +24.3% |
| YTD | +9.7% | -4.3% | +14.1% | +17.6% |
| 1Y | +1.5% | -4.4% | +5.9% | +8.7% |
| 3Y | -21.4% | +13.8% | -35.1% | -14.7% |
| All | -21.4% | +14.4% | -35.8% | -14.7% |
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