+2,452.9%
VRT vs WBD
+18.4%
+2,434.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.9% | +13.8% | -44.7% | -33.9% |
| 7D | -30.9% | +13.8% | -44.7% | -33.9% |
| 30D | -30.9% | +13.8% | -44.7% | -33.9% |
| 3M | -30.9% | +13.8% | -44.7% | -33.9% |
| 6M | -2.9% | +13.3% | -16.2% | -7.1% |
| YTD | +56.7% | +7.4% | +49.3% | +52.0% |
| 1Y | +58.5% | +63.0% | -4.5% | +38.5% |
| 3Y | +566.8% | +206.7% | +360.1% | +364.7% |
| 5Y | +1,002.0% | +18.4% | +983.7% | +820.5% |
| All | +2,452.9% | +18.4% | +2,434.4% | +1,690.3% |
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