+2,397.0%
VRT vs GWW
+317.8%
+2,079.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.3% |
| 7D | -7.7% | -3.1% | -4.6% | -6.1% |
| 30D | -12.0% | -2.3% | -9.6% | -10.8% |
| 3M | -11.7% | -3.3% | -8.4% | -9.9% |
| 6M | -8.1% | +15.4% | -23.5% | -15.0% |
| YTD | +53.2% | +26.7% | +26.5% | +34.3% |
| 1Y | +81.7% | +29.0% | +52.7% | +57.2% |
| 3Y | +535.3% | +89.0% | +446.3% | +358.6% |
| 5Y | +916.4% | +221.8% | +694.6% | +489.2% |
| All | +2,397.0% | +317.8% | +2,079.2% | +1,099.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling