-44.1%
VG vs ITW
+15.4%
-59.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.8% |
| 7D | +15.1% | +0.5% | +14.6% | +15.1% |
| 30D | -4.2% | +7.7% | -11.9% | -4.8% |
| 3M | -3.1% | -1.3% | -1.8% | -2.7% |
| 6M | +0.3% | +15.5% | -15.2% | -4.1% |
| YTD | +95.5% | +18.6% | +76.8% | +76.2% |
| 1Y | +64.4% | +19.8% | +44.6% | +46.5% |
| All | -44.1% | +15.4% | -59.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling