+86.7%
BWA vs VCLT
-17.3%
+104.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.3% |
| 7D | -0.1% | -1.3% | +1.2% | +0.6% |
| 30D | -5.5% | -1.1% | -4.4% | -5.0% |
| 3M | -7.6% | -3.7% | -3.9% | -5.8% |
| 6M | +25.0% | -4.0% | +29.0% | +27.7% |
| YTD | +47.0% | -3.4% | +50.3% | +49.7% |
| 1Y | +54.0% | -4.1% | +58.1% | +57.4% |
| 3Y | +70.7% | +11.0% | +59.7% | +64.9% |
| 5Y | +86.7% | -17.0% | +103.7% | +62.9% |
| All | +86.7% | -17.3% | +104.0% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling