+53.4%
VT vs WTW
+51.8%
+1.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | -2.3% | +1.4% | -3.7% | -2.6% |
| 30D | -5.0% | +13.1% | -18.1% | -7.8% |
| 3M | -4.9% | -3.0% | -1.9% | -4.4% |
| 6M | -1.5% | +31.2% | -32.7% | -8.7% |
| YTD | +8.5% | +1.1% | +7.4% | +7.7% |
| 1Y | +11.4% | +3.4% | +8.0% | +9.6% |
| 3Y | +70.1% | +44.7% | +25.4% | +43.4% |
| All | +53.4% | +51.8% | +1.6% | +21.1% |
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