+1,245.4%
VUG vs WTW
+448.3%
+797.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.7% |
| 7D | +0.9% | -2.7% | +3.6% | +1.9% |
| 30D | -1.4% | -5.6% | +4.2% | +0.7% |
| 3M | +2.3% | +26.5% | -24.2% | -7.2% |
| 6M | +15.7% | +8.1% | +7.5% | +10.7% |
| YTD | +8.6% | -0.3% | +8.9% | +6.5% |
| 1Y | +14.1% | -0.9% | +14.9% | +11.7% |
| 3Y | +87.9% | +66.6% | +21.3% | +45.2% |
| 5Y | +76.3% | +54.0% | +22.3% | +40.3% |
| 10Y | +409.7% | +198.1% | +211.5% | +202.8% |
| All | +1,245.4% | +448.3% | +797.1% | +483.3% |
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 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