+2,010.2%
VRT vs GWW
+394.5%
+1,615.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | +18.6% | +3.7% | +14.9% | +16.3% |
| 30D | -11.7% | +13.6% | -25.2% | -18.0% |
| 3M | -27.3% | +15.4% | -42.6% | -33.2% |
| 6M | -42.9% | +21.8% | -64.7% | -49.0% |
| YTD | +29.5% | +50.0% | -20.6% | +2.8% |
| 1Y | +21.0% | +60.2% | -39.2% | -7.4% |
| 3Y | +403.1% | +94.4% | +308.8% | +251.8% |
| 5Y | +688.8% | +221.8% | +467.0% | +338.6% |
| All | +2,010.2% | +394.5% | +1,615.6% | +818.4% |
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