+40.2%
TW vs VO
+37.2%
+3.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | +3.2% | +2.9% | +0.3% | +1.4% |
| 30D | +19.7% | +1.0% | +18.7% | +18.8% |
| 3M | +26.8% | -1.7% | +28.6% | +28.0% |
| 6M | +20.9% | +6.7% | +14.2% | +15.5% |
| YTD | +22.9% | +14.0% | +8.9% | +12.1% |
| 1Y | +20.4% | +13.7% | +6.7% | +10.0% |
| 3Y | +42.9% | +65.8% | -23.0% | -0.5% |
| 5Y | +40.2% | +36.6% | +3.6% | +12.1% |
| All | +40.2% | +37.2% | +3.1% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling