+284.0%
TW vs VO
+124.9%
+159.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.9% | +3.1% | +0.8% | +1.9% |
| 30D | +19.9% | +2.2% | +17.7% | +18.1% |
| 3M | +25.9% | -2.5% | +28.4% | +27.8% |
| 6M | +21.1% | +7.0% | +14.2% | +15.3% |
| YTD | +23.9% | +14.0% | +9.9% | +12.7% |
| 1Y | +21.2% | +15.6% | +5.6% | +9.2% |
| 3Y | +44.8% | +66.2% | -21.4% | +0.8% |
| 5Y | +41.4% | +36.6% | +4.8% | +11.7% |
| All | +284.0% | +124.9% | +159.1% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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