0.0%
VRT vs WM
+20.0%
-20.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.5% | +1.4% |
| 7D | -21.4% | +1.2% | -22.6% | -20.0% |
| 30D | -25.8% | +13.1% | -38.9% | -17.6% |
| 3M | -33.5% | +3.6% | -37.2% | -30.2% |
| 6M | -49.0% | +8.1% | -57.1% | -44.1% |
| YTD | +12.9% | +8.9% | +4.0% | +26.9% |
| 1Y | 0.0% | +20.3% | -20.3% | +19.9% |
| All | 0.0% | +20.0% | -20.0% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling