+237.5%
BWFG vs VT
+221.8%
+15.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.4% |
| 7D | +3.5% | +2.4% | +1.1% | +1.4% |
| 30D | +11.7% | -1.5% | +13.2% | +12.9% |
| 3M | +6.7% | -4.1% | +10.8% | +10.2% |
| 6M | +44.1% | +0.6% | +43.6% | +42.3% |
| YTD | +60.1% | +11.0% | +49.0% | +44.8% |
| 1Y | +61.2% | +13.3% | +47.8% | +43.2% |
| 3Y | +199.2% | +73.4% | +125.8% | +87.3% |
| 5Y | +161.3% | +57.4% | +103.9% | +75.9% |
| All | +237.5% | +221.8% | +15.7% | +21.9% |
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