+402.2%
VTWV vs SPY
+787.2%
-385.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.5% |
| 7D | -2.2% | -0.8% | -1.4% | -1.4% |
| 30D | -2.7% | -1.1% | -1.6% | -1.7% |
| 3M | +2.2% | +3.9% | -1.6% | -1.8% |
| 6M | +16.4% | +13.6% | +2.8% | +2.0% |
| YTD | +22.2% | +12.7% | +9.5% | +8.0% |
| 1Y | +26.1% | +17.5% | +8.6% | +6.9% |
| 3Y | +66.0% | +76.9% | -10.9% | -7.4% |
| 5Y | +52.5% | +83.6% | -31.1% | -18.3% |
| 10Y | +162.7% | +320.7% | -158.0% | -37.0% |
| All | +402.2% | +787.2% | -385.0% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling