-63.7%
CTW vs VT
+18.5%
-82.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -3.8% |
| 7D | -9.0% | -4.2% | -4.9% | -6.5% |
| 30D | -23.3% | -5.8% | -17.5% | -20.3% |
| 3M | -32.4% | -5.2% | -27.1% | -30.1% |
| 6M | -44.0% | +0.1% | -44.1% | -44.5% |
| YTD | -6.9% | +8.2% | -15.2% | -15.6% |
| 1Y | -32.9% | +10.1% | -43.0% | -40.4% |
| All | -63.7% | +18.5% | -82.2% | -70.5% |
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