+1,205.2%
VST vs BWA
+101.5%
+1,103.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.4% | +1.9% | +5.5% |
| 7D | -0.5% | -0.6% | +0.1% | -0.1% |
| 30D | -17.1% | -16.1% | -1.0% | -12.0% |
| 3M | -4.6% | -24.6% | +20.0% | +4.6% |
| 6M | -9.1% | -15.7% | +6.6% | -4.0% |
| YTD | -16.6% | +15.1% | -31.7% | -21.3% |
| 1Y | -29.5% | +15.9% | -45.3% | -33.7% |
| 3Y | +297.5% | +67.1% | +230.4% | +225.5% |
| 5Y | +654.5% | +34.7% | +619.8% | +538.0% |
| 10Y | +1,205.2% | +99.5% | +1,105.7% | +757.7% |
| All | +1,205.2% | +101.5% | +1,103.8% | +757.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling