+296.7%
VST vs BWA
+64.0%
+232.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +6.6% | +4.3% | +2.3% | +4.9% |
| 30D | -12.4% | -13.0% | +0.6% | -7.6% |
| 3M | -9.0% | -24.8% | +15.8% | +0.8% |
| 6M | -6.4% | -23.5% | +17.1% | +2.7% |
| YTD | -17.2% | +13.8% | -31.0% | -22.4% |
| 1Y | -22.0% | +13.4% | -35.5% | -26.9% |
| 3Y | +296.7% | +62.8% | +233.9% | +200.8% |
| All | +296.7% | +64.0% | +232.7% | +200.8% |
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