-42.5%
BWEN vs VT
+221.8%
-264.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.6% |
| 7D | -11.9% | +2.4% | -14.2% | -14.1% |
| 30D | -35.1% | -1.5% | -33.6% | -33.4% |
| 3M | -55.3% | -4.1% | -51.2% | -52.6% |
| 6M | -38.4% | +0.6% | -39.0% | -37.4% |
| YTD | -16.3% | +11.0% | -27.3% | -24.3% |
| 1Y | -8.8% | +13.3% | -22.2% | -19.0% |
| 3Y | +15.0% | +73.4% | -58.3% | -36.7% |
| 5Y | -30.1% | +57.4% | -87.5% | -56.1% |
| All | -42.5% | +221.8% | -264.2% | -83.0% |
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