+123.4%
VRT vs WWD
+41.9%
+81.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.7% |
| 7D | +9.1% | +1.3% | +7.8% | +8.3% |
| 30D | +0.9% | -7.2% | +8.1% | +5.7% |
| 3M | -13.4% | -3.8% | -9.5% | -10.4% |
| 6M | +11.7% | -9.9% | +21.6% | +19.4% |
| YTD | +73.2% | +14.8% | +58.4% | +64.5% |
| 1Y | +123.4% | +42.1% | +81.3% | +88.9% |
| All | +123.4% | +41.9% | +81.5% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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