+359.1%
VST vs WTW
+65.4%
+293.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.6% |
| 7D | +9.9% | -2.7% | +12.6% | +9.8% |
| 30D | +7.9% | -5.6% | +13.6% | +7.8% |
| 3M | +3.4% | +26.5% | -23.1% | +3.5% |
| 6M | -4.1% | +8.1% | -12.2% | -2.9% |
| YTD | -5.7% | -0.3% | -5.4% | -3.8% |
| 1Y | -18.9% | -0.9% | -18.0% | -17.4% |
| 3Y | +359.1% | +66.6% | +292.4% | +348.0% |
| All | +359.1% | +65.4% | +293.7% | +348.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling