+84.5%
VTR vs BWA
+87.2%
-2.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | +1.1% | -2.9% | +4.0% | +1.5% |
| 3M | +7.9% | -10.7% | +18.6% | +10.0% |
| 6M | +6.2% | +26.5% | -20.3% | -0.5% |
| YTD | +17.7% | +49.1% | -31.4% | +4.9% |
| 1Y | +32.9% | +52.1% | -19.2% | +17.5% |
| 3Y | +129.7% | +72.6% | +57.1% | +92.7% |
| All | +84.5% | +87.2% | -2.7% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling