+222.7%
VT vs WTW
+212.3%
+10.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +2.9% | -2.3% | +5.2% | +3.7% |
| 30D | -2.5% | +10.7% | -13.2% | -6.0% |
| 3M | -3.3% | -3.1% | -0.3% | -2.6% |
| 6M | +1.5% | +31.7% | -30.1% | -9.0% |
| YTD | +11.4% | +1.1% | +10.3% | +8.9% |
| 1Y | +11.9% | +4.1% | +7.8% | +8.0% |
| 3Y | +73.9% | +42.1% | +31.8% | +44.4% |
| 5Y | +57.9% | +52.2% | +5.7% | +25.0% |
| All | +222.7% | +212.3% | +10.5% | +89.5% |
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