+128.1%
VTR vs BWA
+67.1%
+61.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -2.8% | -5.6% | +2.8% | -2.4% |
| 3M | +9.0% | -10.7% | +19.7% | +10.0% |
| 6M | +5.0% | +23.2% | -18.2% | +1.5% |
| YTD | +16.9% | +46.0% | -29.1% | +10.1% |
| 1Y | +34.3% | +51.2% | -16.9% | +25.6% |
| All | +128.1% | +67.1% | +61.0% | +105.2% |
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