+19.8%
VCIT vs TW
+41.7%
-22.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.5% | +2.8% | -3.3% | -0.5% |
| 30D | +1.5% | +18.1% | -16.6% | +1.4% |
| 3M | -1.0% | +25.2% | -26.2% | -1.1% |
| 6M | -1.7% | +19.1% | -20.8% | -1.7% |
| YTD | -1.4% | +21.9% | -23.3% | -1.4% |
| 1Y | -0.9% | +18.9% | -19.9% | -1.0% |
| All | +19.8% | +41.7% | -22.0% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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