-23.7%
VFC vs WTW
+61.8%
-85.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.3% | -7.8% | +4.5% | -1.5% |
| 30D | -14.0% | -7.9% | -6.1% | -12.4% |
| 3M | -22.6% | +19.9% | -42.5% | -25.9% |
| 6M | -24.7% | +9.8% | -34.5% | -26.6% |
| YTD | -29.0% | -3.3% | -25.6% | -28.3% |
| 1Y | -13.8% | -3.3% | -10.5% | -13.0% |
| All | -23.7% | +61.8% | -85.4% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling