+80.5%
VSH vs TW
+209.8%
-129.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | +3.1% | -2.7% | +5.8% | +3.7% |
| 30D | -5.7% | -1.7% | -4.0% | -5.4% |
| 3M | -42.5% | +1.6% | -44.1% | -43.5% |
| 6M | +82.7% | -17.7% | +100.4% | +89.8% |
| YTD | +118.2% | -4.3% | +122.6% | +115.5% |
| 1Y | +109.7% | -13.1% | +122.8% | +113.0% |
| 3Y | +35.3% | +20.3% | +15.0% | +19.9% |
| 5Y | +65.6% | +22.0% | +43.6% | +41.9% |
| All | +80.5% | +209.8% | -129.4% | +18.7% |
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