+488.7%
VYM vs WTW
+358.5%
+130.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -0.8% | -5.7% | +4.9% | +1.5% |
| 30D | -2.2% | -7.3% | +5.0% | +0.5% |
| 3M | +3.1% | +21.5% | -18.4% | -5.1% |
| 6M | +9.7% | +9.6% | +0.1% | +4.3% |
| YTD | +14.9% | -3.3% | +18.2% | +14.1% |
| 1Y | +17.6% | -6.1% | +23.7% | +17.9% |
| 3Y | +65.3% | +61.8% | +3.5% | +29.7% |
| 5Y | +78.7% | +42.7% | +36.0% | +45.9% |
| 10Y | +208.2% | +197.2% | +11.0% | +77.5% |
| All | +488.7% | +358.5% | +130.2% | +149.6% |
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