+225.9%
VIK vs TW
+2.7%
+223.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.4% | -3.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | -18.0% | -0.6% | -17.4% | -18.0% |
| 3M | -5.8% | +3.4% | -9.2% | -6.7% |
| 6M | +17.2% | -18.4% | +35.6% | +22.2% |
| YTD | +19.1% | -3.9% | +23.0% | +18.9% |
| 1Y | +33.6% | -13.3% | +47.0% | +37.3% |
| All | +225.9% | +2.7% | +223.2% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling