+30.1%
VIK vs TW
-14.2%
+44.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.1% |
| 7D | -0.9% | -4.5% | +3.5% | -1.1% |
| 30D | -18.4% | -2.3% | -16.1% | -18.5% |
| 3M | -8.8% | +2.6% | -11.4% | -8.7% |
| 6M | +17.1% | -17.5% | +34.7% | +19.3% |
| YTD | +19.0% | -5.3% | +24.4% | +19.5% |
| 1Y | +30.1% | -14.8% | +44.9% | +31.7% |
| All | +30.1% | -14.2% | +44.4% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling