-45.9%
CTW vs VT
+26.2%
-72.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.0% | +0.4% | -7.4% | -7.3% |
| 30D | +0.8% | +1.0% | -0.1% | +0.1% |
| 3M | +8.6% | +2.4% | +6.2% | +5.9% |
| 6M | +57.9% | +12.0% | +45.9% | +46.5% |
| YTD | +38.7% | +15.3% | +23.4% | +20.8% |
| 1Y | +24.4% | +22.6% | +1.8% | +0.6% |
| All | -45.9% | +26.2% | -72.2% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling