+15.7%
BWA vs VCLT
-3.2%
+18.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -3.4% |
| 7D | -9.9% | +0.4% | -10.3% | -10.2% |
| 30D | -16.4% | +3.9% | -20.3% | -19.6% |
| 3M | -19.8% | -1.9% | -17.9% | -17.9% |
| 6M | -10.0% | -2.6% | -7.3% | -6.6% |
| YTD | +12.7% | -3.1% | +15.9% | +16.6% |
| 1Y | +15.7% | -3.6% | +19.2% | +20.1% |
| All | +15.7% | -3.2% | +18.9% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling