-17.3%
VCLT vs WTW
+42.0%
-59.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.4% | -5.7% | +4.4% | -0.8% |
| 30D | -1.2% | -7.3% | +6.1% | -0.5% |
| 3M | -4.8% | +21.5% | -26.2% | -6.7% |
| 6M | -2.6% | +9.6% | -12.2% | -3.6% |
| YTD | -3.3% | -3.3% | -0.1% | -3.2% |
| 1Y | -4.8% | -6.1% | +1.3% | -4.4% |
| 3Y | +11.5% | +61.8% | -50.3% | +2.5% |
| All | -17.3% | +42.0% | -59.3% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling