+953.6%
VRT vs GWW
+221.1%
+732.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.0% |
| 7D | +2.4% | -0.5% | +2.9% | +2.8% |
| 30D | -2.7% | -1.4% | -1.2% | -1.6% |
| 3M | -9.2% | -3.6% | -5.5% | -6.5% |
| 6M | -0.5% | +15.1% | -15.6% | -11.2% |
| YTD | +62.3% | +27.5% | +34.9% | +32.8% |
| 1Y | +109.6% | +29.6% | +80.0% | +68.2% |
| 3Y | +573.1% | +90.1% | +483.0% | +295.5% |
| 5Y | +953.6% | +222.6% | +731.0% | +324.4% |
| All | +953.6% | +221.1% | +732.6% | +324.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling