+606.3%
VRT vs WBD
-15.4%
+621.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.1% |
| 7D | -1.9% | +3.1% | -5.0% | -2.6% |
| 30D | +11.1% | +34.4% | -23.2% | +3.0% |
| 3M | +34.3% | +110.6% | -76.4% | +8.3% |
| 6M | +99.8% | +153.4% | -53.5% | +52.3% |
| YTD | +65.5% | +117.4% | -51.9% | +30.5% |
| 1Y | +49.6% | +150.3% | -100.7% | +13.5% |
| 3Y | +1,133.7% | +112.8% | +1,020.9% | +793.5% |
| All | +606.3% | -15.4% | +621.7% | +577.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling