+373.4%
VST vs BWA
+71.5%
+302.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.8% | +2.7% |
| 7D | +8.9% | +5.7% | +3.2% | +7.1% |
| 30D | +6.2% | +1.4% | +4.8% | +5.6% |
| 3M | -2.7% | -12.1% | +9.4% | +0.7% |
| 6M | -8.4% | +28.6% | -36.9% | -15.4% |
| YTD | -7.2% | +51.1% | -58.3% | -20.1% |
| 1Y | -20.9% | +55.9% | -76.8% | -32.9% |
| All | +373.4% | +71.5% | +302.0% | +247.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling