+471.0%
WTW vs VT
+374.2%
+96.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -2.6% | +0.4% | -3.1% | -2.9% |
| 30D | -1.0% | +1.0% | -2.0% | -1.7% |
| 3M | +29.9% | +2.4% | +27.5% | +27.1% |
| 6M | +10.7% | +12.0% | -1.3% | +0.9% |
| YTD | +2.6% | +15.3% | -12.8% | -8.6% |
| 1Y | +2.8% | +22.6% | -19.8% | -12.7% |
| 3Y | +67.3% | +74.7% | -7.4% | +7.4% |
| 5Y | +56.6% | +66.1% | -9.5% | +4.0% |
| 10Y | +204.1% | +225.0% | -20.9% | +22.9% |
| All | +471.0% | +374.2% | +96.8% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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