+96.8%
BWA vs VT
+224.4%
-127.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.2% |
| 7D | +1.7% | -0.7% | +2.4% | +2.7% |
| 30D | -14.6% | -1.7% | -12.9% | -12.6% |
| 3M | -26.2% | -2.3% | -23.9% | -23.9% |
| 6M | -18.4% | +1.5% | -19.9% | -19.4% |
| YTD | +14.7% | +12.0% | +2.6% | +1.0% |
| 1Y | +13.3% | +12.9% | +0.5% | -1.0% |
| 3Y | +64.7% | +74.9% | -10.2% | -14.4% |
| 5Y | +32.2% | +59.9% | -27.8% | -23.1% |
| 10Y | +96.8% | +224.6% | -127.8% | -56.5% |
| All | +96.8% | +224.4% | -127.6% | -56.5% |
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