+186.6%
VEU vs WTW
+352.6%
-166.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -1.4% | -5.7% | +4.3% | +1.0% |
| 30D | -0.4% | -7.3% | +6.8% | +2.6% |
| 3M | +2.5% | +21.5% | -18.9% | -6.2% |
| 6M | +11.1% | +9.6% | +1.5% | +5.1% |
| YTD | +16.5% | -3.3% | +19.8% | +15.3% |
| 1Y | +22.9% | -6.1% | +29.1% | +22.9% |
| 3Y | +73.4% | +61.8% | +11.6% | +32.4% |
| 5Y | +56.1% | +42.7% | +13.4% | +24.2% |
| 10Y | +153.0% | +197.2% | -44.2% | +32.7% |
| All | +186.6% | +352.6% | -166.0% | +8.5% |
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