-40.1%
TWI vs VT
+53.4%
-93.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.5% |
| 7D | +6.0% | -2.3% | +8.3% | +9.9% |
| 30D | -28.0% | -5.0% | -23.1% | -21.7% |
| 3M | -31.6% | -4.9% | -26.7% | -25.6% |
| 6M | -39.2% | -1.5% | -37.7% | -37.6% |
| YTD | -37.0% | +8.5% | -45.5% | -44.6% |
| 1Y | -36.1% | +11.4% | -47.4% | -46.2% |
| 3Y | -60.6% | +70.1% | -130.6% | -82.9% |
| All | -40.1% | +53.4% | -93.5% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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