+1,142.3%
VST vs WTW
+215.9%
+926.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +10.9% | -0.9% | +11.9% | +11.2% |
| 30D | -15.6% | +12.0% | -27.6% | -19.1% |
| 3M | -7.8% | -2.1% | -5.7% | -7.8% |
| 6M | -12.0% | +34.8% | -46.7% | -22.2% |
| YTD | -16.9% | +2.7% | -19.7% | -19.8% |
| 1Y | -25.1% | +5.1% | -30.2% | -28.4% |
| 3Y | +297.1% | +44.4% | +252.6% | +222.7% |
| 5Y | +641.9% | +55.1% | +586.8% | +471.3% |
| 10Y | +1,142.3% | +216.1% | +926.2% | +563.2% |
| All | +1,142.3% | +215.9% | +926.4% | +563.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling