+207.1%
BWMN vs VT
+65.1%
+142.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +3.7% |
| 7D | +0.3% | -4.2% | +4.5% | +3.9% |
| 30D | +0.5% | -5.8% | +6.3% | +5.5% |
| 3M | +59.4% | -5.2% | +64.6% | +66.2% |
| 6M | +26.5% | +0.1% | +26.3% | +25.7% |
| YTD | +30.2% | +8.2% | +22.0% | +21.6% |
| 1Y | -3.2% | +10.1% | -13.3% | -10.6% |
| 3Y | +48.5% | +69.7% | -21.2% | +4.4% |
| 5Y | +149.9% | +53.4% | +96.5% | +84.1% |
| All | +207.1% | +65.1% | +142.1% | +117.5% |
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