+1,232.7%
VST vs WTW
+173.4%
+1,059.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.8% |
| 7D | +5.3% | -7.1% | +12.4% | +7.9% |
| 30D | +5.8% | -8.5% | +14.3% | +8.8% |
| 3M | +3.5% | +20.6% | -17.1% | -4.0% |
| 6M | -7.4% | +7.2% | -14.6% | -11.1% |
| YTD | -6.1% | -3.9% | -2.2% | -6.7% |
| 1Y | -21.6% | -3.6% | -18.0% | -22.5% |
| 3Y | +357.2% | +60.7% | +296.5% | +252.0% |
| 5Y | +777.0% | +42.2% | +734.9% | +602.9% |
| All | +1,232.7% | +173.4% | +1,059.3% | +699.7% |
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