+30.9%
VCIT vs WTW
+215.9%
-184.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.5% | -0.9% | +0.5% | -0.5% |
| 30D | +1.0% | +12.0% | -11.0% | +0.6% |
| 3M | -1.4% | -2.1% | +0.7% | -1.4% |
| 6M | -2.1% | +34.8% | -36.9% | -3.3% |
| YTD | -1.8% | +2.7% | -4.5% | -2.0% |
| 1Y | -1.4% | +5.1% | -6.5% | -1.7% |
| 3Y | +19.3% | +44.4% | -25.2% | +17.0% |
| 5Y | +4.1% | +55.1% | -51.0% | +1.5% |
| 10Y | +30.9% | +216.1% | -185.1% | +27.2% |
| All | +30.9% | +215.9% | -184.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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