+897.3%
VST vs BWA
+78.1%
+819.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.7% | -0.5% | -4.3% |
| 7D | -19.9% | -10.8% | -9.1% | -16.8% |
| 30D | -29.7% | -25.0% | -4.7% | -22.7% |
| 3M | -19.6% | -28.6% | +9.1% | -10.4% |
| 6M | -29.4% | -16.6% | -12.8% | -25.3% |
| YTD | -29.7% | +6.3% | -36.0% | -32.0% |
| 1Y | -40.0% | +7.2% | -47.2% | -42.2% |
| 3Y | +231.0% | +48.2% | +182.8% | +181.2% |
| 5Y | +500.1% | +23.4% | +476.6% | +421.5% |
| 10Y | +1,004.2% | +84.0% | +920.2% | +647.0% |
| All | +897.3% | +78.1% | +819.2% | +585.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling