+22.6%
VCIT vs TW
+221.1%
-198.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.3% | -2.3% | +2.0% | -0.3% |
| 30D | -0.8% | +3.9% | -4.7% | -0.9% |
| 3M | -1.0% | +5.7% | -6.7% | -1.2% |
| 6M | -1.8% | -14.5% | +12.7% | -1.4% |
| YTD | -0.7% | -0.9% | +0.2% | -0.8% |
| 1Y | +1.0% | -13.5% | +14.5% | +1.3% |
| 3Y | +18.8% | +25.0% | -6.1% | +17.4% |
| 5Y | +3.5% | +22.7% | -19.2% | +1.4% |
| All | +22.6% | +221.1% | -198.5% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling