+579.5%
VST vs TW
+211.4%
+368.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.5% |
| 7D | +9.9% | -3.5% | +13.4% | +10.9% |
| 30D | +7.9% | +0.5% | +7.4% | +7.6% |
| 3M | +3.4% | +4.9% | -1.5% | +0.6% |
| 6M | -4.1% | -17.1% | +13.0% | +0.4% |
| YTD | -5.7% | -3.9% | -1.8% | -6.6% |
| 1Y | -18.9% | -13.3% | -5.6% | -16.9% |
| 3Y | +359.1% | +20.9% | +338.2% | +324.3% |
| 5Y | +766.9% | +20.5% | +746.4% | +682.0% |
| All | +579.5% | +211.4% | +368.1% | +352.4% |
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