+169.5%
VTWG vs SPY
+322.5%
-153.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.4% |
| 7D | -2.6% | -0.8% | -1.9% | -1.8% |
| 30D | -6.3% | -1.1% | -5.3% | -5.1% |
| 3M | -2.7% | +3.9% | -6.6% | -6.9% |
| 6M | +13.6% | +13.6% | -0.1% | -1.7% |
| YTD | +14.1% | +12.7% | +1.4% | -0.2% |
| 1Y | +17.1% | +17.5% | -0.4% | -2.1% |
| 3Y | +59.9% | +76.9% | -17.0% | -15.7% |
| 5Y | +26.7% | +83.6% | -56.9% | -35.2% |
| All | +169.5% | +322.5% | -153.0% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling