+66.9%
WTW vs VLTO
+56.4%
+10.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.8% |
| 7D | +2.0% | +1.0% | +1.0% | +1.7% |
| 30D | +12.9% | +17.5% | -4.6% | +8.0% |
| 3M | +0.7% | +21.4% | -20.7% | -4.5% |
| 6M | +39.5% | +38.1% | +1.3% | +27.8% |
| YTD | +3.1% | +19.0% | -15.9% | -2.5% |
| 1Y | +4.8% | +20.7% | -15.9% | -1.4% |
| 3Y | +42.9% | +64.3% | -21.3% | +29.8% |
| All | +66.9% | +56.4% | +10.5% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling