-68.5%
VFC vs WTW
+198.0%
-266.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | -1.4% | -5.7% | +4.3% | +1.5% |
| 30D | -9.0% | -7.3% | -1.7% | -5.7% |
| 3M | -24.2% | +21.5% | -45.6% | -31.5% |
| 6M | -18.5% | +9.6% | -28.1% | -23.4% |
| YTD | -25.9% | -3.3% | -22.6% | -26.3% |
| 1Y | -13.0% | -6.1% | -6.8% | -12.1% |
| 3Y | -20.3% | +61.8% | -82.2% | -41.8% |
| 5Y | -78.1% | +42.7% | -120.8% | -82.9% |
| All | -68.5% | +198.0% | -266.6% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling