-97.7%
BW vs VT
+214.8%
-312.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.0% | -4.1% | -11.9% | -7.8% |
| 7D | -32.0% | -4.2% | -27.8% | -25.6% |
| 30D | -47.5% | -5.8% | -41.7% | -40.3% |
| 3M | -67.4% | -5.2% | -62.2% | -63.0% |
| 6M | -79.9% | +0.1% | -80.1% | -79.1% |
| YTD | -51.1% | +8.2% | -59.3% | -55.3% |
| 1Y | -35.4% | +10.1% | -45.5% | -42.4% |
| 3Y | +21.6% | +69.7% | -48.1% | -44.6% |
| 5Y | -58.7% | +53.4% | -112.0% | -76.6% |
| All | -97.7% | +214.8% | -312.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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