+2,253.8%
BWLP vs VT
+219.2%
+2,034.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.2% |
| 7D | -5.4% | +0.4% | -5.7% | -5.6% |
| 30D | -14.6% | -2.6% | -12.0% | -13.4% |
| 3M | +6.2% | -3.2% | +9.4% | +8.0% |
| 6M | +16.9% | +0.9% | +16.0% | +15.8% |
| YTD | +88.9% | +11.3% | +77.5% | +77.1% |
| 1Y | +83.7% | +14.0% | +69.7% | +69.9% |
| 3Y | +139.6% | +75.8% | +63.7% | +79.5% |
| 5Y | +776.5% | +57.8% | +718.7% | +584.1% |
| All | +2,253.8% | +219.2% | +2,034.6% | +1,283.1% |
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