+654.5%
VST vs WTW
+51.1%
+603.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.4% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -17.1% | +10.4% | -27.4% | -18.5% |
| 3M | -4.6% | -4.8% | +0.3% | -4.1% |
| 6M | -9.1% | +28.5% | -37.5% | -13.9% |
| YTD | -16.6% | +0.5% | -17.2% | -16.7% |
| 1Y | -29.5% | +1.6% | -31.1% | -29.8% |
| 3Y | +297.5% | +42.5% | +255.0% | +243.6% |
| 5Y | +654.5% | +49.8% | +604.7% | +512.4% |
| All | +654.5% | +51.1% | +603.5% | +512.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling