+181.5%
THW vs VT
+215.5%
-34.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.3% |
| 7D | +0.9% | -2.3% | +3.3% | +2.8% |
| 30D | +7.4% | -5.0% | +12.4% | +11.7% |
| 3M | -1.1% | -4.9% | +3.8% | +2.8% |
| 6M | +7.0% | -1.5% | +8.5% | +8.0% |
| YTD | +11.2% | +8.5% | +2.8% | +3.8% |
| 1Y | +19.7% | +11.4% | +8.3% | +9.4% |
| 3Y | +70.5% | +70.1% | +0.4% | +9.5% |
| 5Y | +31.6% | +53.7% | -22.1% | -8.7% |
| All | +181.5% | +215.5% | -34.0% | +4.3% |
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