-26.4%
VST vs BWA
+12.5%
-38.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | -6.0% | -2.4% | -3.6% | -5.1% |
| 30D | -18.8% | -17.7% | -1.1% | -13.6% |
| 3M | -8.0% | -27.0% | +19.0% | +0.8% |
| 6M | -10.9% | -17.3% | +6.4% | -4.9% |
| YTD | -18.3% | +12.9% | -31.2% | -20.8% |
| All | -26.4% | +12.5% | -38.8% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling