+131.8%
VRT vs BWA
+50.9%
+80.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +5.2% |
| 7D | +13.6% | +4.3% | +9.3% | +9.8% |
| 30D | +6.8% | -2.9% | +9.7% | +9.1% |
| 3M | -3.2% | -12.4% | +9.2% | +7.5% |
| 6M | +20.3% | +28.6% | -8.2% | -2.5% |
| YTD | +79.6% | +48.2% | +31.4% | +40.2% |
| All | +131.8% | +50.9% | +80.9% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling