+99.5%
BWA vs VT
+223.7%
-124.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +2.2% |
| 7D | -0.6% | +0.4% | -1.0% | -1.0% |
| 30D | -16.1% | -2.6% | -13.5% | -13.3% |
| 3M | -24.6% | -3.2% | -21.4% | -21.4% |
| 6M | -15.7% | +0.9% | -16.6% | -16.1% |
| YTD | +15.1% | +11.3% | +3.8% | +2.1% |
| 1Y | +15.9% | +14.0% | +1.9% | 0.0% |
| 3Y | +67.1% | +75.8% | -8.8% | -13.7% |
| 5Y | +34.7% | +57.8% | -23.1% | -20.4% |
| 10Y | +99.5% | +219.8% | -120.3% | -54.2% |
| All | +99.5% | +223.7% | -124.2% | -54.2% |
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