+158.7%
THW vs VT
+217.6%
-58.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +4.1% | -0.1% | +4.3% | +4.2% |
| 30D | +9.8% | -3.1% | +12.9% | +12.5% |
| 3M | -0.7% | -3.5% | +2.8% | +2.1% |
| 6M | +10.0% | +0.5% | +9.5% | +9.2% |
| YTD | +14.5% | +10.8% | +3.7% | +5.2% |
| 1Y | +22.2% | +11.9% | +10.3% | +11.3% |
| 3Y | +83.5% | +73.0% | +10.5% | +16.3% |
| 5Y | +35.1% | +58.6% | -23.5% | -8.5% |
| 10Y | +158.7% | +219.2% | -60.5% | -6.2% |
| All | +158.7% | +217.6% | -58.9% | -6.2% |
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