+1,162.4%
VST vs BWA
+95.2%
+1,067.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.4% |
| 7D | -6.0% | -2.4% | -3.6% | -5.0% |
| 30D | -18.8% | -17.7% | -1.1% | -13.2% |
| 3M | -8.0% | -27.0% | +19.0% | +1.8% |
| 6M | -10.9% | -17.3% | +6.4% | -5.3% |
| YTD | -18.3% | +12.9% | -31.2% | -22.4% |
| 1Y | -29.9% | +12.9% | -42.8% | -33.5% |
| 3Y | +290.3% | +62.1% | +228.2% | +222.7% |
| 5Y | +635.3% | +30.7% | +604.6% | +527.8% |
| 10Y | +1,162.4% | +89.2% | +1,073.2% | +746.3% |
| All | +1,162.4% | +95.2% | +1,067.1% | +746.3% |
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