+2,010.2%
VRT vs WM
+211.4%
+1,798.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.1% | +7.1% |
| 7D | +18.6% | +1.2% | +17.4% | +18.2% |
| 30D | -11.7% | +15.2% | -26.9% | -16.5% |
| 3M | -27.3% | +8.3% | -35.6% | -29.8% |
| 6M | -42.9% | +13.1% | -56.0% | -46.4% |
| YTD | +29.5% | +12.5% | +17.0% | +21.0% |
| 1Y | +21.0% | +21.8% | -0.7% | +8.7% |
| 3Y | +403.1% | +48.8% | +354.3% | +296.0% |
| 5Y | +688.8% | +62.1% | +626.7% | +490.5% |
| All | +2,010.2% | +211.4% | +1,798.7% | +1,190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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