+207.2%
TW vs VO
+125.3%
+81.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.3% | -0.3% | -2.1% | -2.2% |
| 30D | +3.9% | -0.3% | +4.3% | +4.1% |
| 3M | +5.7% | +2.9% | +2.8% | +3.4% |
| 6M | -14.5% | +9.3% | -23.9% | -19.9% |
| YTD | -0.9% | +14.2% | -15.1% | -9.8% |
| 1Y | -13.5% | +15.3% | -28.8% | -21.9% |
| 3Y | +25.0% | +56.2% | -31.3% | -9.1% |
| 5Y | +22.7% | +42.4% | -19.8% | -5.7% |
| All | +207.2% | +125.3% | +81.9% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling