+852.6%
BWLP vs VT
+257.0%
+595.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | -5.3% | -1.6% | -3.7% | -4.6% |
| 30D | -5.9% | -2.5% | -3.4% | -4.7% |
| 3M | +14.8% | -1.3% | +16.1% | +15.4% |
| 6M | +30.1% | +3.1% | +27.0% | +27.7% |
| YTD | +105.3% | +10.9% | +94.3% | +94.5% |
| 1Y | +99.6% | +12.1% | +87.6% | +88.2% |
| 3Y | +148.7% | +73.9% | +74.8% | +95.1% |
| 5Y | +907.6% | +58.0% | +849.6% | +712.5% |
| 10Y | +2,458.3% | +225.5% | +2,232.8% | +1,592.5% |
| All | +852.6% | +257.0% | +595.7% | +536.0% |
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