+2,545.5%
VRT vs WTW
+131.7%
+2,413.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.6% | -6.0% | -8.5% |
| 7D | +2.4% | -7.1% | +9.5% | +4.7% |
| 30D | -2.7% | -8.5% | +5.9% | -0.1% |
| 3M | -9.2% | +20.6% | -29.7% | -15.5% |
| 6M | -0.5% | +7.2% | -7.7% | -4.5% |
| YTD | +62.3% | -3.9% | +66.2% | +61.1% |
| 1Y | +109.6% | -3.6% | +113.2% | +106.4% |
| 3Y | +573.1% | +60.7% | +512.4% | +385.1% |
| 5Y | +953.6% | +42.2% | +911.5% | +714.6% |
| All | +2,545.5% | +131.7% | +2,413.8% | +1,655.0% |
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 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