+61.4%
WTW vs VLTO
+26.2%
+35.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -2.7% | -1.6% | -1.2% | -2.3% |
| 30D | -5.6% | -2.9% | -2.8% | -4.9% |
| 3M | +26.5% | +12.7% | +13.8% | +22.6% |
| 6M | +8.1% | +1.6% | +6.6% | +7.2% |
| YTD | -0.3% | -4.0% | +3.7% | 0.0% |
| 1Y | -0.9% | -10.2% | +9.3% | +1.1% |
| All | +61.4% | +26.2% | +35.2% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling