-97.4%
BW vs VT
+223.7%
-321.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.6% | +14.0% | +11.4% |
| 7D | -6.9% | +0.4% | -7.2% | -6.7% |
| 30D | -30.6% | -2.6% | -28.0% | -25.7% |
| 3M | -59.6% | -3.2% | -56.3% | -55.6% |
| 6M | -73.9% | +0.9% | -74.9% | -73.2% |
| YTD | -40.2% | +11.3% | -51.5% | -48.0% |
| 1Y | -32.4% | +14.0% | -46.4% | -43.4% |
| 3Y | +64.1% | +75.8% | -11.8% | -29.8% |
| 5Y | -50.0% | +57.8% | -107.8% | -73.1% |
| 10Y | -97.4% | +219.8% | -317.2% | -99.4% |
| All | -97.4% | +223.7% | -321.0% | -99.4% |
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