+1,740.6%
VRT vs W
-3.9%
+1,744.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | -21.4% | -3.6% | -17.8% | -21.0% |
| 30D | -25.8% | +7.0% | -32.8% | -27.2% |
| 3M | -33.5% | +7.4% | -40.9% | -35.1% |
| 6M | -49.0% | +69.3% | -118.3% | -56.3% |
| YTD | +12.9% | +11.3% | +1.7% | +5.3% |
| 1Y | 0.0% | +13.2% | -13.2% | -7.6% |
| 3Y | +361.8% | +142.0% | +219.8% | +226.6% |
| 5Y | +565.1% | -54.6% | +619.8% | +461.0% |
| All | +1,740.6% | -3.9% | +1,744.5% | +900.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling