+207.1%
BWMN vs VT
+65.5%
+141.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +0.2% | -2.3% | +2.6% | +2.1% |
| 30D | +0.5% | -5.0% | +5.4% | +4.7% |
| 3M | +59.6% | -4.9% | +64.4% | +65.8% |
| 6M | +20.1% | -1.5% | +21.7% | +21.1% |
| YTD | +30.2% | +8.5% | +21.7% | +21.3% |
| 1Y | +24.8% | +11.4% | +13.4% | +13.9% |
| 3Y | +48.8% | +70.1% | -21.3% | +4.4% |
| 5Y | +149.9% | +53.7% | +96.1% | +83.7% |
| All | +207.1% | +65.5% | +141.7% | +117.0% |
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 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