+2,723.0%
VRT vs GWW
+335.2%
+2,387.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.9% |
| 7D | +9.1% | +1.4% | +7.7% | +8.3% |
| 30D | +0.9% | +3.3% | -2.3% | -0.8% |
| 3M | -13.4% | +2.9% | -16.3% | -14.7% |
| 6M | +11.7% | +15.8% | -4.1% | +3.1% |
| YTD | +73.2% | +32.0% | +41.2% | +48.4% |
| 1Y | +123.4% | +29.9% | +93.5% | +92.5% |
| 3Y | +606.2% | +91.1% | +515.1% | +405.7% |
| 5Y | +899.9% | +223.9% | +676.0% | +473.5% |
| All | +2,723.0% | +335.2% | +2,387.9% | +1,226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling