+6.8%
VRT vs W
+8.7%
-1.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.6% | +5.0% | +9.1% |
| 7D | -10.6% | +3.3% | -13.9% | -10.8% |
| 30D | -17.4% | +10.5% | -28.0% | -18.2% |
| 3M | -26.4% | +9.6% | -36.0% | -27.1% |
| 6M | -41.0% | +76.4% | -117.4% | -45.9% |
| YTD | +23.8% | +16.4% | +7.4% | +22.1% |
| All | +6.8% | +8.7% | -1.8% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling