+397.6%
VRT vs WCN
+52.1%
+345.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.6% |
| 7D | +18.6% | +1.2% | +17.4% | +18.8% |
| 30D | -11.7% | +26.4% | -38.1% | -11.0% |
| 3M | -27.3% | +17.5% | -44.8% | -26.4% |
| 6M | -42.9% | +28.7% | -71.6% | -43.7% |
| YTD | +29.5% | +11.5% | +18.0% | +33.8% |
| 1Y | +21.0% | +15.9% | +5.2% | +23.2% |
| All | +397.6% | +52.1% | +345.6% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling