+644.6%
VRT vs GWW
+91.5%
+553.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.3% | +5.7% |
| 7D | +13.6% | -1.5% | +15.1% | +14.9% |
| 30D | +6.8% | +1.1% | +5.7% | +5.7% |
| 3M | -3.2% | -1.0% | -2.2% | -2.6% |
| 6M | +20.3% | +16.3% | +4.0% | +6.4% |
| YTD | +79.6% | +28.5% | +51.1% | +45.8% |
| 1Y | +139.0% | +30.3% | +108.7% | +91.1% |
| 3Y | +644.6% | +91.6% | +553.0% | +299.6% |
| All | +644.6% | +91.5% | +553.1% | +299.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling