+613.9%
VIG vs WTW
+428.5%
+185.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -1.1% | -5.7% | +4.6% | +1.1% |
| 30D | -2.7% | -7.3% | +4.5% | -0.1% |
| 3M | +2.5% | +21.5% | -18.9% | -5.2% |
| 6M | +9.2% | +9.6% | -0.4% | +4.2% |
| YTD | +9.8% | -3.3% | +13.1% | +9.1% |
| 1Y | +12.4% | -6.1% | +18.5% | +12.8% |
| 3Y | +55.9% | +61.8% | -5.9% | +23.8% |
| 5Y | +63.9% | +42.7% | +21.3% | +35.6% |
| 10Y | +249.1% | +197.2% | +51.8% | +109.5% |
| All | +613.9% | +428.5% | +185.5% | +214.2% |
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