-49.4%
VG vs WTW
+6.4%
-55.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.5% |
| 7D | -7.7% | +1.6% | -9.3% | -7.9% |
| 30D | -8.8% | +12.4% | -21.2% | -10.6% |
| 3M | -15.6% | -2.6% | -13.0% | -15.2% |
| 6M | +5.2% | +30.8% | -25.5% | -1.8% |
| YTD | +76.9% | +2.3% | +74.6% | +75.2% |
| 1Y | +42.5% | +4.9% | +37.6% | +39.8% |
| All | -49.4% | +6.4% | -55.8% | -45.9% |
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 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