+1,466.8%
VTR vs BWA
+1,369.9%
+96.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.2% | +4.3% | -4.1% | -1.3% |
| 30D | +5.5% | -13.0% | +18.5% | +10.1% |
| 3M | -0.9% | -24.8% | +23.9% | +8.1% |
| 6M | -0.4% | -23.5% | +23.1% | +6.7% |
| YTD | +17.0% | +13.8% | +3.2% | +7.0% |
| 1Y | +18.0% | +13.4% | +4.5% | +7.7% |
| 3Y | +127.4% | +62.8% | +64.6% | +76.6% |
| 5Y | +92.3% | +28.5% | +63.8% | +57.6% |
| 10Y | +129.6% | +95.4% | +34.2% | +50.5% |
| All | +1,466.8% | +1,369.9% | +96.9% | +398.2% |
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 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