-50.2%
VG vs TW
-1.4%
-48.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | -8.3% | +3.4% | -11.7% | -9.2% |
| 30D | -10.3% | +15.5% | -25.8% | -14.0% |
| 3M | -10.8% | +25.1% | -35.9% | -16.5% |
| 6M | +3.5% | +18.2% | -14.7% | -1.6% |
| YTD | +74.0% | +19.7% | +54.2% | +64.0% |
| 1Y | +48.9% | +18.1% | +30.8% | +41.2% |
| All | -50.2% | -1.4% | -48.8% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling