+193.9%
VFC vs WTW
+1,139.1%
-945.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.8% |
| 7D | +0.8% | -2.7% | +3.6% | +1.9% |
| 30D | -11.9% | -5.6% | -6.3% | -10.0% |
| 3M | -20.2% | +26.5% | -46.7% | -27.4% |
| 6M | -23.0% | +8.1% | -31.1% | -26.2% |
| YTD | -26.2% | -0.3% | -25.9% | -27.4% |
| 1Y | -13.3% | -0.9% | -12.5% | -14.6% |
| 3Y | -25.5% | +66.6% | -92.1% | -40.9% |
| 5Y | -78.1% | +54.0% | -132.1% | -82.1% |
| 10Y | -68.8% | +198.1% | -266.9% | -80.0% |
| All | +193.9% | +1,139.1% | -945.2% | +52.5% |
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