-35.7%
VG vs WTW
-0.1%
-35.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.6% | +7.4% | +4.4% |
| 7D | +3.8% | -7.1% | +10.9% | +5.1% |
| 30D | +7.2% | -8.5% | +15.8% | +8.9% |
| 3M | +22.8% | +20.6% | +2.2% | +16.5% |
| 6M | +33.2% | +7.2% | +26.0% | +29.3% |
| YTD | +124.8% | -3.9% | +128.7% | +125.0% |
| 1Y | +15.8% | -3.6% | +19.4% | +15.3% |
| All | -35.7% | -0.1% | -35.6% | -30.5% |
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 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