+224.6%
VT vs BWA
+92.6%
+132.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -0.7% | +1.7% | -2.4% | -1.2% |
| 30D | -1.7% | -14.6% | +12.9% | +2.8% |
| 3M | -2.3% | -26.2% | +23.9% | +6.4% |
| 6M | +1.5% | -18.4% | +19.9% | +6.7% |
| YTD | +12.0% | +14.7% | -2.6% | +4.6% |
| 1Y | +12.9% | +13.3% | -0.5% | +5.6% |
| 3Y | +74.9% | +64.7% | +10.2% | +41.8% |
| 5Y | +59.9% | +32.2% | +27.8% | +34.9% |
| 10Y | +224.6% | +96.8% | +127.8% | +128.6% |
| All | +224.6% | +92.6% | +132.0% | +128.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling