+42.8%
VO vs WTW
+42.0%
+0.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.5% | -5.7% | +4.2% | +0.3% |
| 30D | -3.0% | -7.3% | +4.2% | -0.7% |
| 3M | +2.8% | +21.5% | -18.6% | -4.3% |
| 6M | +10.9% | +9.6% | +1.3% | +6.4% |
| YTD | +12.5% | -3.3% | +15.7% | +12.7% |
| 1Y | +12.0% | -6.1% | +18.1% | +13.5% |
| 3Y | +56.3% | +61.8% | -5.6% | +17.8% |
| All | +42.8% | +42.0% | +0.8% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling