+1,855.0%
VRT vs W
-3.2%
+1,858.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.3% |
| 7D | -17.7% | +1.1% | -18.8% | -18.1% |
| 30D | -20.0% | +6.4% | -26.4% | -21.4% |
| 3M | -28.1% | +9.0% | -37.0% | -30.0% |
| 6M | -42.8% | +69.8% | -112.7% | -50.9% |
| YTD | +20.0% | +12.1% | +7.9% | +11.8% |
| 1Y | +3.5% | 0.0% | +3.5% | -1.4% |
| 3Y | +366.1% | +160.3% | +205.8% | +224.8% |
| 5Y | +632.2% | -53.3% | +685.5% | +515.0% |
| All | +1,855.0% | -3.2% | +1,858.2% | +961.8% |
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