+715.8%
VTV vs GWW
+3,918.3%
-3,202.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -0.5% | -1.4% | +0.9% | +0.1% |
| 3M | +5.3% | -3.6% | +8.9% | +6.6% |
| 6M | +12.9% | +15.1% | -2.3% | +5.3% |
| YTD | +18.5% | +27.5% | -9.0% | +5.2% |
| 1Y | +25.3% | +29.6% | -4.3% | +10.2% |
| 3Y | +68.2% | +90.1% | -21.9% | +22.1% |
| 5Y | +80.6% | +222.6% | -142.0% | -0.1% |
| 10Y | +232.9% | +566.5% | -333.6% | +19.6% |
| All | +715.8% | +3,918.3% | -3,202.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 all: compounded portfolio wealth divided by compounded GWW 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…
all analysis · Full analysis span regression · 6 months rolling