+209.4%
BWA vs VT
+346.0%
-136.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.4% |
| 7D | -5.5% | -2.3% | -3.1% | -2.8% |
| 30D | -21.7% | -5.0% | -16.8% | -16.7% |
| 3M | -25.6% | -4.9% | -20.7% | -20.8% |
| 6M | -17.4% | -1.5% | -15.9% | -15.4% |
| YTD | +9.2% | +8.5% | +0.7% | -0.2% |
| 1Y | +9.7% | +11.4% | -1.6% | -2.7% |
| 3Y | +54.6% | +70.1% | -15.4% | -17.4% |
| 5Y | +26.8% | +53.7% | -27.0% | -23.0% |
| 10Y | +89.0% | +220.0% | -131.0% | -51.6% |
| All | +209.4% | +346.0% | -136.6% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling