+71.1%
VWO vs TW
+209.8%
-138.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -1.7% | -2.7% | +1.0% | -1.2% |
| 30D | -0.3% | -1.7% | +1.4% | 0.0% |
| 3M | +4.0% | +1.6% | +2.4% | +3.1% |
| 6M | +8.1% | -17.7% | +25.8% | +12.1% |
| YTD | +11.6% | -4.3% | +16.0% | +11.3% |
| 1Y | +16.2% | -13.1% | +29.3% | +18.5% |
| 3Y | +63.3% | +20.3% | +43.0% | +50.0% |
| 5Y | +33.4% | +22.0% | +11.4% | +19.6% |
| All | +71.1% | +209.8% | -138.8% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling