+1,855.0%
VRT vs WM
+202.8%
+1,652.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -17.7% | +1.2% | -18.8% | -18.1% |
| 30D | -20.0% | +13.7% | -33.7% | -24.2% |
| 3M | -28.1% | +5.2% | -33.3% | -30.0% |
| 6M | -42.8% | +11.2% | -54.0% | -46.2% |
| YTD | +20.0% | +9.4% | +10.5% | +13.0% |
| 1Y | +3.5% | +20.4% | -16.9% | -7.1% |
| 3Y | +366.1% | +44.7% | +321.4% | +269.7% |
| 5Y | +632.2% | +58.5% | +573.7% | +451.0% |
| All | +1,855.0% | +202.8% | +1,652.1% | +1,104.6% |
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