+1,079.0%
VST vs BWA
+92.1%
+986.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +10.9% | +1.7% | +9.2% | +10.5% |
| 30D | -15.6% | -14.6% | -1.0% | -10.9% |
| 3M | -7.8% | -26.2% | +18.5% | +1.8% |
| 6M | -12.0% | -18.4% | +6.5% | -6.1% |
| YTD | -16.9% | +14.7% | -31.6% | -21.4% |
| 1Y | -25.1% | +13.3% | -38.4% | -29.0% |
| 3Y | +297.1% | +64.7% | +232.4% | +226.6% |
| 5Y | +641.9% | +32.2% | +609.8% | +531.3% |
| 10Y | +1,142.3% | +96.8% | +1,045.5% | +725.5% |
| All | +1,079.0% | +92.1% | +986.9% | +691.5% |
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