+96.3%
VTR vs BWA
+156.8%
-60.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | +1.1% | -2.9% | +4.0% | +1.8% |
| 3M | +7.9% | -10.7% | +18.6% | +11.1% |
| 6M | +6.2% | +26.5% | -20.3% | -3.8% |
| YTD | +17.7% | +49.1% | -31.4% | -0.7% |
| 1Y | +32.9% | +52.1% | -19.2% | +10.8% |
| 3Y | +129.7% | +72.6% | +57.1% | +76.6% |
| 5Y | +89.3% | +89.4% | -0.1% | +35.1% |
| All | +96.3% | +156.8% | -60.4% | +5.1% |
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