+843.6%
BWLP vs VT
+271.1%
+572.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.8% | +0.4% | +3.4% | +3.6% |
| 30D | +19.2% | +1.0% | +18.3% | +18.7% |
| 3M | +26.2% | +2.4% | +23.8% | +24.5% |
| 6M | +45.7% | +12.0% | +33.7% | +37.5% |
| YTD | +103.3% | +15.3% | +88.0% | +89.3% |
| 1Y | +75.8% | +22.6% | +53.2% | +59.0% |
| 3Y | +204.4% | +74.7% | +129.8% | +137.7% |
| 5Y | +876.2% | +66.1% | +810.1% | +669.5% |
| 10Y | +2,578.5% | +225.0% | +2,353.5% | +1,649.3% |
| All | +843.6% | +271.1% | +572.5% | +518.9% |
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