+2,723.0%
VRT vs W
-14.5%
+2,737.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.8% | +3.8% |
| 7D | +9.1% | -4.2% | +13.3% | +10.1% |
| 30D | +0.9% | -7.6% | +8.5% | +2.5% |
| 3M | -13.4% | +37.2% | -50.5% | -21.0% |
| 6M | +11.7% | +26.3% | -14.6% | +2.5% |
| YTD | +73.2% | -1.0% | +74.2% | +66.9% |
| 1Y | +123.4% | +20.1% | +103.3% | +102.3% |
| 3Y | +606.2% | +37.8% | +568.4% | +466.7% |
| 5Y | +899.9% | -63.7% | +963.5% | +784.5% |
| All | +2,723.0% | -14.5% | +2,737.5% | +1,485.0% |
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 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