+1,164.9%
VST vs WTW
+218.5%
+946.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.7% |
| 7D | +6.6% | +2.0% | +4.6% | +5.9% |
| 30D | -12.4% | +12.9% | -25.2% | -16.3% |
| 3M | -9.0% | +0.7% | -9.7% | -10.0% |
| 6M | -6.4% | +39.5% | -45.9% | -18.4% |
| YTD | -17.2% | +3.1% | -20.3% | -20.2% |
| 1Y | -22.0% | +4.8% | -26.8% | -25.4% |
| 3Y | +296.7% | +42.9% | +253.7% | +224.0% |
| 5Y | +637.6% | +55.3% | +582.3% | +467.8% |
| All | +1,164.9% | +218.5% | +946.3% | +573.2% |
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