+363.8%
VT vs WTW
+464.6%
-100.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | -1.7% | +12.0% | -13.7% | -6.6% |
| 3M | -2.3% | -2.1% | -0.2% | -1.9% |
| 6M | +1.5% | +34.8% | -33.2% | -12.1% |
| YTD | +12.0% | +2.7% | +9.3% | +7.7% |
| 1Y | +12.9% | +5.1% | +7.8% | +7.3% |
| 3Y | +74.9% | +44.4% | +30.5% | +40.4% |
| 5Y | +59.9% | +55.1% | +4.8% | +21.9% |
| 10Y | +224.6% | +216.1% | +8.6% | +65.1% |
| All | +363.8% | +464.6% | -100.8% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling