+852.7%
BWLP vs VT
+57.9%
+794.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | -5.3% | -1.6% | -3.7% | -4.4% |
| 30D | -5.9% | -2.5% | -3.4% | -4.5% |
| 3M | +14.8% | -1.3% | +16.1% | +15.5% |
| 6M | +30.1% | +3.1% | +27.0% | +26.9% |
| YTD | +105.3% | +10.9% | +94.3% | +91.3% |
| 1Y | +99.6% | +12.1% | +87.6% | +84.8% |
| 3Y | +148.7% | +73.9% | +74.8% | +87.7% |
| All | +852.7% | +57.9% | +794.8% | +601.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling