+169.7%
VEA vs WTW
+322.3%
-152.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.5% | -5.7% | +4.3% | +0.9% |
| 30D | -0.8% | -7.3% | +6.4% | +2.1% |
| 3M | +2.5% | +21.5% | -19.0% | -6.0% |
| 6M | +11.1% | +9.6% | +1.5% | +5.3% |
| YTD | +17.2% | -3.3% | +20.5% | +16.0% |
| 1Y | +24.5% | -6.1% | +30.6% | +24.5% |
| 3Y | +75.4% | +61.8% | +13.6% | +35.1% |
| 5Y | +61.1% | +42.7% | +18.4% | +29.4% |
| 10Y | +163.1% | +197.2% | -34.1% | +42.4% |
| All | +169.7% | +322.3% | -152.5% | +4.5% |
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 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