+41.4%
BWG vs VT
+329.1%
-287.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.9% |
| 7D | +0.1% | -4.2% | +4.3% | +2.1% |
| 30D | -0.9% | -5.8% | +4.9% | +1.9% |
| 3M | -9.1% | -5.2% | -3.9% | -6.9% |
| 6M | -8.9% | +0.1% | -9.0% | -9.1% |
| YTD | -9.4% | +8.2% | -17.7% | -13.0% |
| 1Y | -8.5% | +10.1% | -18.6% | -12.8% |
| 3Y | +29.8% | +69.7% | -39.9% | -0.1% |
| 5Y | +0.1% | +53.4% | -53.2% | -19.8% |
| 10Y | +45.1% | +219.2% | -174.2% | -21.5% |
| All | +41.4% | +329.1% | -287.7% | -33.7% |
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