+360.8%
VT vs WTW
+452.5%
-91.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +0.4% | +0.5% | -0.1% | +0.1% |
| 30D | -2.6% | +10.4% | -13.0% | -6.8% |
| 3M | -3.2% | -4.8% | +1.6% | -1.6% |
| 6M | +0.9% | +28.5% | -27.5% | -10.7% |
| YTD | +11.3% | +0.5% | +10.8% | +8.0% |
| 1Y | +14.0% | +1.6% | +12.4% | +9.9% |
| 3Y | +75.8% | +42.5% | +33.3% | +41.9% |
| 5Y | +57.8% | +49.8% | +8.0% | +22.2% |
| 10Y | +219.8% | +218.4% | +1.4% | +61.7% |
| All | +360.8% | +452.5% | -91.7% | +52.2% |
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