+654.4%
VRT vs W
-55.8%
+710.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +10.5% | +0.2% | +10.3% | +10.5% |
| 30D | -9.3% | +6.8% | -16.1% | -11.2% |
| 3M | -29.6% | +10.7% | -40.3% | -32.0% |
| 6M | -45.4% | +86.3% | -131.7% | -55.3% |
| YTD | +24.8% | +11.5% | +13.4% | +15.1% |
| 1Y | +23.6% | +5.1% | +18.5% | +15.3% |
| 3Y | +379.7% | +171.0% | +208.7% | +203.3% |
| All | +654.4% | -55.8% | +710.2% | +511.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling