+20.3%
TW vs VO
+42.2%
-21.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.4% |
| 7D | -0.5% | -0.6% | +0.1% | -0.1% |
| 30D | -0.6% | -1.9% | +1.3% | +0.5% |
| 3M | +3.4% | +3.3% | +0.1% | +1.1% |
| 6M | -18.4% | +9.7% | -28.1% | -23.5% |
| YTD | -3.9% | +12.6% | -16.5% | -11.5% |
| 1Y | -13.3% | +13.6% | -27.0% | -20.8% |
| 3Y | +20.8% | +56.8% | -36.0% | -12.3% |
| 5Y | +20.3% | +42.3% | -22.0% | -6.4% |
| All | +20.3% | +42.2% | -21.9% | -6.4% |
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 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