+2,826.7%
VRT vs WWD
+347.4%
+2,479.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +4.8% |
| 7D | +13.6% | +0.8% | +12.8% | +13.1% |
| 30D | +6.8% | -6.4% | +13.2% | +10.9% |
| 3M | -3.2% | -5.6% | +2.4% | +0.1% |
| 6M | +20.3% | -9.1% | +29.4% | +27.2% |
| YTD | +79.6% | +12.5% | +67.1% | +67.0% |
| 1Y | +139.0% | +41.3% | +97.7% | +94.2% |
| 3Y | +644.6% | +170.2% | +474.4% | +342.1% |
| 5Y | +1,024.4% | +192.5% | +831.9% | +530.1% |
| All | +2,826.7% | +347.4% | +2,479.3% | +1,227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling