-10.1%
BWX vs VT
+223.7%
-233.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.5% |
| 7D | +0.8% | +0.4% | +0.5% | +0.8% |
| 30D | +1.9% | -2.6% | +4.5% | +2.2% |
| 3M | -1.5% | -3.2% | +1.7% | -1.1% |
| 6M | -2.7% | +0.9% | -3.6% | -2.8% |
| YTD | -2.6% | +11.3% | -13.9% | -3.8% |
| 1Y | -2.6% | +14.0% | -16.6% | -4.1% |
| 3Y | +7.3% | +75.8% | -68.6% | +0.6% |
| 5Y | -18.4% | +57.8% | -76.2% | -23.7% |
| 10Y | -10.1% | +219.8% | -229.9% | -20.0% |
| All | -10.1% | +223.7% | -233.8% | -20.0% |
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