+255.3%
BWFG vs VT
+223.7%
+31.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -1.1% |
| 7D | -2.9% | +0.4% | -3.3% | -3.2% |
| 30D | +9.4% | -2.6% | +12.0% | +11.7% |
| 3M | +6.2% | -3.2% | +9.4% | +8.9% |
| 6M | +35.7% | +0.9% | +34.7% | +33.6% |
| YTD | +56.3% | +11.3% | +44.9% | +41.1% |
| 1Y | +64.4% | +14.0% | +50.4% | +45.3% |
| 3Y | +196.4% | +75.8% | +120.5% | +83.6% |
| 5Y | +157.1% | +57.8% | +99.3% | +72.8% |
| 10Y | +255.3% | +219.8% | +35.5% | +32.2% |
| All | +255.3% | +223.7% | +31.6% | +32.2% |
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