+225.7%
VIK vs WTW
+29.2%
+196.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.9% | -5.7% | +4.8% | +0.3% |
| 30D | -18.4% | -7.3% | -11.2% | -17.2% |
| 3M | -8.8% | +21.5% | -30.2% | -13.3% |
| 6M | +17.1% | +9.6% | +7.5% | +14.1% |
| YTD | +19.0% | -3.3% | +22.3% | +20.9% |
| 1Y | +30.1% | -6.1% | +36.3% | +34.3% |
| All | +225.7% | +29.2% | +196.5% | +237.6% |
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