+1,112.0%
VST vs BWA
+84.4%
+1,027.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.7% | +7.9% | +9.7% |
| 7D | -9.8% | -5.5% | -4.3% | -8.0% |
| 30D | -25.1% | -21.7% | -3.4% | -18.8% |
| 3M | -11.6% | -25.6% | +14.0% | -2.7% |
| 6M | -20.9% | -17.4% | -3.5% | -16.0% |
| YTD | -22.3% | +9.2% | -31.5% | -25.4% |
| 1Y | -32.0% | +9.7% | -41.8% | -35.0% |
| 3Y | +262.4% | +54.6% | +207.8% | +203.9% |
| 5Y | +563.4% | +26.8% | +536.6% | +471.9% |
| All | +1,112.0% | +84.4% | +1,027.7% | +702.3% |
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