-50.8%
BW vs VT
+59.7%
-110.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.7% | -14.5% | -16.8% |
| 7D | -19.1% | -0.3% | -18.8% | -18.9% |
| 30D | -34.6% | -1.4% | -33.1% | -32.2% |
| 3M | -63.6% | -1.4% | -62.2% | -61.9% |
| 6M | -75.5% | +5.5% | -81.0% | -77.6% |
| YTD | -41.8% | +12.8% | -54.6% | -53.3% |
| 1Y | -1.3% | +15.4% | -16.8% | -24.0% |
| 3Y | +44.7% | +76.9% | -32.2% | -45.6% |
| All | -50.8% | +59.7% | -110.5% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling