+654.4%
VRT vs GWW
+218.6%
+435.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -2.9% |
| 7D | +10.5% | +3.6% | +7.0% | +7.6% |
| 30D | -9.3% | +12.1% | -21.4% | -17.7% |
| 3M | -29.6% | +12.9% | -42.5% | -36.6% |
| 6M | -45.4% | +19.3% | -64.7% | -53.0% |
| YTD | +24.8% | +48.7% | -23.9% | -11.1% |
| 1Y | +23.6% | +60.5% | -36.9% | -17.6% |
| 3Y | +379.7% | +93.3% | +286.4% | +170.1% |
| All | +654.4% | +218.6% | +435.8% | +152.2% |
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