+55.6%
VFC vs WTW
+8.6%
+47.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.5% | +4.1% |
| 7D | +21.5% | +4.9% | +16.6% | +20.8% |
| 30D | +46.7% | +17.1% | +29.6% | +44.2% |
| 3M | +38.4% | -0.3% | +38.7% | +38.1% |
| 6M | +15.2% | +30.7% | -15.4% | +12.8% |
| YTD | +17.8% | +3.7% | +14.1% | +19.7% |
| 1Y | +55.6% | +5.9% | +49.7% | +57.9% |
| All | +55.6% | +8.6% | +47.0% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling