+67.6%
VICI vs TW
+206.7%
-139.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -2.3% | -4.5% | +2.2% | -0.8% |
| 30D | -4.8% | -2.3% | -2.5% | -4.1% |
| 3M | -10.1% | +2.6% | -12.7% | -11.4% |
| 6M | -9.7% | -17.5% | +7.8% | -4.5% |
| YTD | -8.8% | -5.3% | -3.4% | -8.4% |
| 1Y | -20.2% | -14.8% | -5.5% | -17.1% |
| 3Y | -5.8% | +18.8% | -24.6% | -16.8% |
| 5Y | +9.5% | +20.7% | -11.2% | -6.4% |
| All | +67.6% | +206.7% | -139.1% | -1.8% |
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