+33.8%
THW vs VT
+57.0%
-23.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +1.2% | +2.4% | -1.2% | -0.3% |
| 30D | +11.0% | -1.5% | +12.5% | +12.1% |
| 3M | -2.9% | -4.1% | +1.3% | -0.2% |
| 6M | +7.1% | +0.6% | +6.6% | +6.6% |
| YTD | +12.5% | +11.0% | +1.5% | +4.8% |
| 1Y | +16.0% | +13.3% | +2.7% | +6.6% |
| 3Y | +77.2% | +73.4% | +3.8% | +21.7% |
| All | +33.8% | +57.0% | -23.3% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling