+567.3%
VRT vs WWD
+170.1%
+397.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +0.6% |
| 7D | -21.4% | +4.2% | -25.5% | -23.6% |
| 30D | -25.8% | -2.1% | -23.7% | -24.1% |
| 3M | -33.5% | -13.2% | -20.4% | -24.9% |
| 6M | -49.0% | -16.9% | -32.2% | -40.7% |
| YTD | +12.9% | +5.2% | +7.7% | +6.6% |
| 1Y | 0.0% | +20.6% | -20.6% | -16.9% |
| 3Y | +361.8% | +146.3% | +215.5% | +117.1% |
| All | +567.3% | +170.1% | +397.2% | +163.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling