-98.1%
BWEN vs VT
+374.2%
-472.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -5.0% | +0.4% | -5.5% | -5.5% |
| 30D | -8.0% | +1.0% | -9.0% | -8.9% |
| 3M | -0.7% | +2.4% | -3.1% | -2.0% |
| 6M | +68.0% | +12.0% | +56.0% | +47.5% |
| YTD | +46.6% | +15.3% | +31.3% | +25.2% |
| 1Y | +106.5% | +22.6% | +83.9% | +65.5% |
| 3Y | -6.1% | +74.7% | -80.8% | -50.1% |
| 5Y | +28.5% | +66.1% | -37.7% | -24.4% |
| 10Y | -17.0% | +225.0% | -242.0% | -77.3% |
| All | -98.1% | +374.2% | -472.3% | -99.7% |
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