+148.1%
VIG vs TW
+206.7%
-58.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -1.1% | -4.5% | +3.4% | 0.0% |
| 30D | -2.7% | -2.3% | -0.5% | -2.3% |
| 3M | +2.5% | +2.6% | -0.1% | +1.4% |
| 6M | +9.2% | -17.5% | +26.8% | +13.7% |
| YTD | +9.8% | -5.3% | +15.1% | +10.0% |
| 1Y | +12.4% | -14.8% | +27.2% | +15.5% |
| 3Y | +55.9% | +18.8% | +37.1% | +43.6% |
| 5Y | +63.9% | +20.7% | +43.2% | +47.2% |
| All | +148.1% | +206.7% | -58.7% | +77.7% |
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