+1,917.9%
VRT vs WWD
+339.0%
+1,578.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.9% | +4.7% | +6.7% |
| 7D | -10.6% | +4.2% | -14.8% | -12.1% |
| 30D | -17.4% | -0.8% | -16.7% | -16.5% |
| 3M | -26.4% | -8.2% | -18.2% | -22.0% |
| 6M | -41.0% | -9.8% | -31.2% | -37.0% |
| YTD | +23.8% | +10.4% | +13.4% | +17.4% |
| 1Y | +11.6% | +25.5% | -13.9% | -2.1% |
| 3Y | +403.5% | +155.8% | +247.7% | +209.8% |
| 5Y | +647.0% | +187.3% | +459.7% | +327.4% |
| All | +1,917.9% | +339.0% | +1,578.8% | +833.2% |
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