+488.5%
VST vs TW
+291.9%
+196.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -6.0% | +3.1% | -9.1% | -6.9% |
| 30D | -18.8% | +16.7% | -35.5% | -22.4% |
| 3M | -8.0% | +25.2% | -33.2% | -14.2% |
| 6M | -10.9% | +19.5% | -30.4% | -16.6% |
| YTD | -18.3% | +21.0% | -39.3% | -24.5% |
| 1Y | -29.9% | +19.0% | -48.9% | -34.9% |
| 3Y | +290.3% | +40.7% | +249.6% | +245.5% |
| 5Y | +635.3% | +40.1% | +595.2% | +537.0% |
| All | +488.5% | +291.9% | +196.5% | +265.6% |
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