+233.6%
BWFG vs VT
+222.7%
+10.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.6% |
| 7D | +2.1% | +2.9% | -0.8% | -0.3% |
| 30D | +9.3% | -2.5% | +11.8% | +11.4% |
| 3M | +5.5% | -3.3% | +8.8% | +8.2% |
| 6M | +42.0% | +1.5% | +40.5% | +39.1% |
| YTD | +58.2% | +11.4% | +46.9% | +42.8% |
| 1Y | +60.7% | +11.9% | +48.8% | +44.3% |
| 3Y | +195.1% | +73.9% | +121.2% | +84.3% |
| 5Y | +158.3% | +57.9% | +100.4% | +73.4% |
| All | +233.6% | +222.7% | +10.9% | +20.2% |
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