+67.0%
VSH vs TW
+20.0%
+47.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | -4.4% | -0.6% | -3.8% | -4.4% |
| 3M | -45.8% | +3.4% | -49.2% | -46.5% |
| 6M | +90.1% | -18.4% | +108.6% | +97.3% |
| YTD | +120.3% | -3.9% | +124.2% | +119.0% |
| 1Y | +112.2% | -13.3% | +125.6% | +116.2% |
| 3Y | +36.6% | +20.8% | +15.8% | +23.1% |
| 5Y | +67.0% | +20.3% | +46.7% | +45.1% |
| All | +67.0% | +20.0% | +47.0% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling