+22.7%
VTWG vs SPY
+21.3%
+1.4%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | -1.1% |
| 7D | -2.6% | +0.3% | -2.9% | -3.0% |
| 30D | -3.0% | +0.2% | -3.2% | -3.3% |
| 3M | 0.0% | +2.8% | -2.8% | -3.8% |
| 6M | +14.0% | +14.3% | -0.3% | -6.1% |
| YTD | +16.9% | +14.0% | +2.9% | -3.5% |
| All | +22.7% | +21.3% | +1.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling