+96.3%
VTR vs WTW
+198.0%
-101.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.3% | -5.7% | +5.4% | +2.3% |
| 30D | +1.1% | -7.3% | +8.4% | +4.4% |
| 3M | +7.9% | +21.5% | -13.6% | -2.2% |
| 6M | +6.2% | +9.6% | -3.5% | 0.0% |
| YTD | +17.7% | -3.3% | +21.0% | +16.6% |
| 1Y | +32.9% | -6.1% | +39.0% | +33.4% |
| 3Y | +129.7% | +61.8% | +67.8% | +67.5% |
| 5Y | +89.3% | +42.7% | +46.6% | +45.1% |
| All | +96.3% | +198.0% | -101.7% | +25.3% |
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