+100.6%
VCLT vs WTW
+496.5%
-395.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -1.3% | -7.8% | +6.5% | -0.9% |
| 30D | -1.1% | -7.9% | +6.8% | -0.8% |
| 3M | -3.7% | +19.9% | -23.6% | -4.5% |
| 6M | -4.0% | +9.8% | -13.8% | -4.5% |
| YTD | -3.4% | -3.3% | 0.0% | -3.4% |
| 1Y | -4.1% | -3.3% | -0.8% | -4.2% |
| 3Y | +11.0% | +61.5% | -50.6% | +8.3% |
| 5Y | -17.0% | +42.6% | -59.6% | -18.8% |
| 10Y | +16.7% | +197.1% | -180.4% | +16.6% |
| All | +100.6% | +496.5% | -395.9% | +114.2% |
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 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