+95.8%
VCIT vs WTW
+531.6%
-435.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | +0.1% | +1.6% | -1.5% | +0.1% |
| 30D | +1.1% | +12.4% | -11.2% | +0.9% |
| 3M | -1.4% | -2.6% | +1.3% | -1.3% |
| 6M | -2.3% | +30.8% | -33.1% | -2.9% |
| YTD | -1.8% | +2.3% | -4.1% | -1.9% |
| 1Y | -1.0% | +4.9% | -5.9% | -1.2% |
| 3Y | +19.3% | +43.9% | -24.6% | +18.1% |
| 5Y | +3.8% | +53.8% | -50.0% | +2.4% |
| 10Y | +30.6% | +212.8% | -182.2% | +29.5% |
| All | +95.8% | +531.6% | -435.8% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling