-3.8%
WTW vs VLTO
-9.3%
+5.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.7% | -3.3% |
| 7D | -7.1% | -2.6% | -4.5% | -6.4% |
| 30D | -8.5% | -2.5% | -6.1% | -7.9% |
| 3M | +20.6% | +10.1% | +10.5% | +17.4% |
| 6M | +7.2% | +1.0% | +6.2% | +5.1% |
| YTD | -3.9% | -4.8% | +0.9% | -4.8% |
| All | -3.8% | -9.3% | +5.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling