-50.0%
VTRS vs WTW
+198.0%
-248.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.2% | -5.7% | +3.5% | -0.2% |
| 30D | +3.3% | -7.3% | +10.6% | +5.9% |
| 3M | +2.0% | +21.5% | -19.5% | -5.1% |
| 6M | +19.9% | +9.6% | +10.3% | +15.1% |
| YTD | +35.7% | -3.3% | +39.0% | +34.9% |
| 1Y | +68.1% | -6.1% | +74.2% | +68.8% |
| 3Y | +87.1% | +61.8% | +25.2% | +48.3% |
| 5Y | +47.6% | +42.7% | +5.0% | +21.8% |
| All | -50.0% | +198.0% | -248.0% | -67.2% |
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 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