+1,024.4%
VRT vs BWA
+88.6%
+935.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.9% |
| 7D | +13.6% | +4.3% | +9.3% | +10.6% |
| 30D | +6.8% | -2.9% | +9.7% | +8.6% |
| 3M | -3.2% | -12.4% | +9.2% | +5.3% |
| 6M | +20.3% | +28.6% | -8.2% | +3.2% |
| YTD | +79.6% | +48.2% | +31.4% | +43.2% |
| 1Y | +139.0% | +50.9% | +88.1% | +87.5% |
| 3Y | +644.6% | +72.2% | +572.4% | +417.3% |
| 5Y | +1,024.4% | +91.1% | +933.3% | +561.8% |
| All | +1,024.4% | +88.6% | +935.8% | +561.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling