+377.4%
VT vs WTW
+463.7%
-86.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.9% |
| 7D | +0.4% | -2.6% | +3.1% | +1.6% |
| 30D | +1.0% | -1.0% | +2.0% | +1.3% |
| 3M | +2.4% | +29.9% | -27.5% | -9.4% |
| 6M | +12.0% | +10.7% | +1.3% | +5.4% |
| YTD | +15.3% | +2.6% | +12.8% | +11.4% |
| 1Y | +22.6% | +2.8% | +19.8% | +17.9% |
| 3Y | +74.7% | +67.3% | +7.4% | +30.4% |
| 5Y | +66.1% | +56.6% | +9.5% | +26.2% |
| 10Y | +225.0% | +204.1% | +20.9% | +68.8% |
| All | +377.4% | +463.7% | -86.2% | +57.0% |
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 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