+916.4%
VRT vs WTW
+42.3%
+874.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.2% | -5.7% |
| 7D | -7.7% | -7.8% | +0.1% | -6.1% |
| 30D | -12.0% | -7.9% | -4.1% | -10.5% |
| 3M | -11.7% | +19.9% | -31.6% | -16.1% |
| 6M | -8.1% | +9.8% | -17.9% | -11.0% |
| YTD | +53.2% | -3.3% | +56.6% | +55.1% |
| 1Y | +81.7% | -3.3% | +85.0% | +82.4% |
| 3Y | +535.3% | +61.5% | +473.7% | +293.0% |
| 5Y | +916.4% | +42.6% | +873.8% | +550.0% |
| All | +916.4% | +42.3% | +874.1% | +550.0% |
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