+6.8%
VRT vs WWD
+25.3%
-18.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.9% | +4.7% | +6.1% |
| 7D | -10.6% | +4.2% | -14.8% | -12.3% |
| 30D | -17.4% | -0.8% | -16.7% | -16.4% |
| 3M | -26.4% | -8.2% | -18.2% | -21.9% |
| 6M | -41.0% | -9.8% | -31.2% | -36.1% |
| YTD | +23.8% | +10.4% | +13.4% | +24.2% |
| All | +6.8% | +25.3% | -18.4% | +3.5% |
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