+398.1%
BWFG vs VT
+411.8%
-13.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +0.6% | +1.0% | -0.4% | 0.0% |
| 3M | +27.0% | +2.4% | +24.6% | +25.1% |
| 6M | +40.9% | +12.0% | +28.9% | +32.5% |
| YTD | +48.7% | +15.3% | +33.3% | +37.7% |
| 1Y | +60.4% | +22.6% | +37.8% | +43.9% |
| 3Y | +174.2% | +74.7% | +99.5% | +108.8% |
| 5Y | +155.3% | +66.1% | +89.2% | +97.4% |
| 10Y | +268.6% | +225.0% | +43.6% | +131.3% |
| All | +398.1% | +411.8% | -13.7% | +205.8% |
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