+20.9%
TW vs VO
+57.7%
-36.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -3.5% | +0.6% | -4.1% | -3.7% |
| 30D | +0.5% | -1.1% | +1.6% | +0.9% |
| 3M | +4.9% | +4.5% | +0.4% | +2.8% |
| 6M | -17.1% | +11.1% | -28.2% | -21.4% |
| YTD | -3.9% | +13.5% | -17.4% | -10.1% |
| 1Y | -13.3% | +14.5% | -27.7% | -19.2% |
| 3Y | +20.9% | +58.1% | -37.2% | -0.9% |
| All | +20.9% | +57.7% | -36.8% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling