+905.2%
VRT vs W
-63.2%
+968.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.8% | +3.7% |
| 7D | +9.1% | -4.2% | +13.3% | +10.3% |
| 30D | +0.9% | -7.6% | +8.5% | +2.7% |
| 3M | -13.4% | +37.2% | -50.5% | -22.2% |
| 6M | +11.7% | +26.3% | -14.6% | +1.1% |
| YTD | +73.2% | -1.0% | +74.2% | +65.9% |
| 1Y | +123.4% | +20.1% | +103.3% | +98.5% |
| 3Y | +606.2% | +37.8% | +568.4% | +438.5% |
| All | +905.2% | -63.2% | +968.4% | +721.8% |
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 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