+500.8%
VST vs TW
+287.8%
+213.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.2% |
| 7D | -0.5% | +3.4% | -3.9% | -1.5% |
| 30D | -17.1% | +15.5% | -32.5% | -20.5% |
| 3M | -4.6% | +25.1% | -29.7% | -11.0% |
| 6M | -9.1% | +18.2% | -27.3% | -14.6% |
| YTD | -16.6% | +19.7% | -36.3% | -22.7% |
| 1Y | -29.5% | +18.1% | -47.6% | -34.4% |
| 3Y | +297.5% | +40.5% | +257.0% | +251.9% |
| 5Y | +654.5% | +37.1% | +617.4% | +558.2% |
| All | +500.8% | +287.8% | +213.0% | +274.4% |
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