-22.0%
VST vs WTW
+6.3%
-28.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -0.4% |
| 7D | +6.6% | +2.0% | +4.6% | +7.4% |
| 30D | -12.4% | +12.9% | -25.2% | -9.1% |
| 3M | -9.0% | +0.7% | -9.7% | -8.0% |
| 6M | -6.4% | +39.5% | -45.9% | +2.3% |
| YTD | -17.2% | +3.1% | -20.3% | -11.5% |
| 1Y | -22.0% | +4.8% | -26.8% | -17.8% |
| All | -22.0% | +6.3% | -28.3% | -17.8% |
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