+462.8%
WTW vs VT
+346.0%
+116.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +1.4% | -2.3% | +3.7% | +3.0% |
| 30D | +13.1% | -5.0% | +18.1% | +17.1% |
| 3M | -3.0% | -4.9% | +1.9% | +0.3% |
| 6M | +31.2% | -1.5% | +32.7% | +31.5% |
| YTD | +1.1% | +8.5% | -7.4% | -6.2% |
| 1Y | +3.4% | +11.4% | -8.0% | -6.0% |
| 3Y | +44.7% | +70.1% | -25.4% | -5.5% |
| 5Y | +52.0% | +53.7% | -1.7% | +6.5% |
| 10Y | +223.5% | +220.0% | +3.6% | +31.8% |
| All | +462.8% | +346.0% | +116.8% | +56.9% |
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