-28.0%
BWEN vs VT
+224.4%
-252.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | -0.6% |
| 7D | -0.3% | -0.7% | +0.4% | +0.9% |
| 30D | -21.6% | -1.7% | -19.8% | -19.4% |
| 3M | -44.2% | -2.3% | -41.9% | -42.1% |
| 6M | +46.8% | +1.5% | +45.3% | +46.7% |
| YTD | +5.3% | +12.0% | -6.7% | -5.9% |
| 1Y | +45.4% | +12.9% | +32.5% | +29.1% |
| 3Y | +4.9% | +74.9% | -70.0% | -43.0% |
| 5Y | -11.8% | +59.9% | -71.8% | -45.7% |
| 10Y | -28.0% | +224.6% | -252.6% | -79.1% |
| All | -28.0% | +224.4% | -252.4% | -79.1% |
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