-20.9%
VST vs WTW
+3.0%
-23.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.7% | +3.0% |
| 7D | +8.9% | -2.6% | +11.5% | +8.2% |
| 30D | +6.2% | -1.0% | +7.2% | +6.0% |
| 3M | -2.7% | +29.9% | -32.6% | +5.0% |
| 6M | -8.4% | +10.7% | -19.1% | -3.5% |
| YTD | -7.2% | +2.6% | -9.8% | -3.7% |
| 1Y | -20.9% | +2.8% | -23.6% | -19.1% |
| All | -20.9% | +3.0% | -23.9% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling