+2,397.0%
VRT vs WBD
+7.9%
+2,389.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.7% | -5.9% |
| 7D | -7.7% | -0.6% | -7.1% | -7.6% |
| 30D | -12.0% | +4.2% | -16.1% | -12.9% |
| 3M | -11.7% | +7.5% | -19.2% | -13.3% |
| 6M | -8.1% | +1.6% | -9.7% | -8.5% |
| YTD | +53.2% | -2.2% | +55.4% | +53.9% |
| 1Y | +81.7% | +124.9% | -43.2% | +46.2% |
| 3Y | +535.3% | +149.1% | +386.2% | +372.2% |
| 5Y | +916.4% | +7.8% | +908.5% | +778.2% |
| All | +2,397.0% | +7.9% | +2,389.1% | +1,712.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling