+193.4%
TW vs VO
+121.9%
+71.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | -4.5% | -1.5% | -3.0% | -3.5% |
| 30D | -2.3% | -3.0% | +0.8% | -0.3% |
| 3M | +2.6% | +2.8% | -0.2% | +0.6% |
| 6M | -17.5% | +10.9% | -28.5% | -23.5% |
| YTD | -5.3% | +12.5% | -17.8% | -13.0% |
| 1Y | -14.8% | +12.0% | -26.7% | -21.5% |
| 3Y | +18.8% | +56.3% | -37.4% | -13.6% |
| 5Y | +20.7% | +42.9% | -22.2% | -7.5% |
| All | +193.4% | +121.9% | +71.6% | +64.7% |
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