+2,826.7%
VRT vs W
-14.0%
+2,840.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.6% |
| 7D | +13.6% | +6.5% | +7.1% | +12.1% |
| 30D | +6.8% | -6.2% | +13.0% | +8.1% |
| 3M | -3.2% | +48.9% | -52.1% | -13.4% |
| 6M | +20.3% | +31.2% | -10.9% | +9.5% |
| YTD | +79.6% | -0.4% | +80.0% | +72.8% |
| 1Y | +139.0% | +14.8% | +124.2% | +119.0% |
| 3Y | +644.6% | +40.5% | +604.1% | +495.3% |
| 5Y | +1,024.4% | -62.1% | +1,086.5% | +887.2% |
| All | +2,826.7% | -14.0% | +2,840.7% | +1,541.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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