-64.2%
CTW vs VT
+18.7%
-82.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.4% |
| 7D | -12.2% | -2.3% | -9.8% | -10.7% |
| 30D | -27.7% | -5.0% | -22.8% | -25.3% |
| 3M | -34.8% | -4.9% | -30.0% | -32.8% |
| 6M | -43.0% | -1.5% | -41.5% | -42.9% |
| YTD | -8.1% | +8.5% | -16.6% | -16.8% |
| 1Y | -31.9% | +11.4% | -43.3% | -40.4% |
| All | -64.2% | +18.7% | -82.9% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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