+1,164.9%
VST vs BWA
+94.2%
+1,070.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +6.6% | +4.3% | +2.3% | +5.2% |
| 30D | -12.4% | -13.0% | +0.6% | -8.1% |
| 3M | -9.0% | -24.8% | +15.8% | -0.1% |
| 6M | -6.4% | -23.5% | +17.1% | +1.9% |
| YTD | -17.2% | +13.8% | -31.0% | -21.5% |
| 1Y | -22.0% | +13.4% | -35.5% | -26.2% |
| 3Y | +296.7% | +62.8% | +233.9% | +227.3% |
| 5Y | +637.6% | +28.5% | +609.1% | +532.8% |
| All | +1,164.9% | +94.2% | +1,070.6% | +716.7% |
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