+1,740.6%
VRT vs WM
+201.4%
+1,539.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.5% | +4.1% |
| 7D | -21.4% | +1.2% | -22.6% | -21.8% |
| 30D | -25.8% | +13.1% | -38.9% | -29.6% |
| 3M | -33.5% | +3.6% | -37.2% | -34.9% |
| 6M | -49.0% | +8.1% | -57.1% | -51.5% |
| YTD | +12.9% | +8.9% | +4.0% | +6.5% |
| 1Y | 0.0% | +20.3% | -20.3% | -10.3% |
| 3Y | +361.8% | +46.2% | +315.6% | +263.9% |
| 5Y | +565.1% | +59.9% | +505.3% | +397.9% |
| All | +1,740.6% | +201.4% | +1,539.2% | +1,035.7% |
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