+240.0%
OSW vs VT
+158.3%
+81.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | +7.3% | -0.1% | +7.4% | +7.4% |
| 30D | +35.7% | -3.1% | +38.8% | +41.0% |
| 3M | +25.1% | -3.5% | +28.6% | +30.9% |
| 6M | +30.3% | +0.5% | +29.9% | +29.0% |
| YTD | +56.4% | +10.8% | +45.6% | +36.4% |
| 1Y | +48.8% | +11.9% | +36.9% | +28.2% |
| 3Y | +194.8% | +73.0% | +121.8% | +47.1% |
| 5Y | +174.1% | +58.6% | +115.5% | +54.7% |
| All | +240.0% | +158.3% | +81.7% | +12.8% |
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 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