+111.6%
THW vs VT
+224.5%
-112.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.6% | +0.4% | +1.2% | +1.3% |
| 30D | +7.1% | +1.0% | +6.1% | +6.3% |
| 3M | +16.5% | +2.4% | +14.1% | +14.1% |
| 6M | +20.0% | +12.0% | +8.0% | +9.5% |
| YTD | +19.3% | +15.3% | +4.0% | +6.3% |
| 1Y | +32.8% | +22.6% | +10.2% | +12.8% |
| 3Y | +50.9% | +74.7% | -23.7% | -4.5% |
| 5Y | +39.4% | +66.1% | -26.7% | -9.0% |
| 10Y | +165.4% | +225.0% | -59.6% | -3.6% |
| All | +111.6% | +224.5% | -112.9% | -29.2% |
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 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