+29.8%
VCIT vs WTW
+189.9%
-160.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.1% |
| 7D | -0.2% | -7.1% | +6.9% | +0.1% |
| 30D | -0.5% | -8.5% | +8.0% | -0.2% |
| 3M | -0.9% | +20.6% | -21.5% | -1.7% |
| 6M | -1.9% | +7.2% | -9.1% | -2.3% |
| YTD | -1.0% | -3.9% | +2.9% | -0.9% |
| 1Y | +0.2% | -3.6% | +3.8% | +0.2% |
| 3Y | +19.0% | +60.7% | -41.7% | +16.1% |
| 5Y | +3.1% | +42.2% | -39.1% | +0.8% |
| 10Y | +29.8% | +195.5% | -165.7% | +26.1% |
| All | +29.8% | +189.9% | -160.1% | +26.1% |
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