+1,678.9%
VRT vs WM
+207.8%
+1,471.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.2% | -15.2% | -14.4% |
| 7D | -28.1% | +4.5% | -32.6% | -29.2% |
| 30D | -30.2% | +16.1% | -46.2% | -34.2% |
| 3M | -36.4% | +8.0% | -44.4% | -38.6% |
| 6M | -48.2% | +8.4% | -56.6% | -50.6% |
| YTD | +9.2% | +11.2% | -2.1% | +2.3% |
| 1Y | -7.2% | +22.3% | -29.6% | -17.1% |
| 3Y | +338.7% | +50.2% | +288.5% | +242.4% |
| 5Y | +542.8% | +63.3% | +479.6% | +378.4% |
| All | +1,678.9% | +207.8% | +1,471.1% | +991.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling