+2,723.0%
VRT vs WWD
+356.6%
+2,366.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.7% |
| 7D | +9.1% | +1.3% | +7.8% | +8.4% |
| 30D | +0.9% | -7.2% | +8.1% | +5.4% |
| 3M | -13.4% | -3.8% | -9.5% | -11.3% |
| 6M | +11.7% | -9.9% | +21.6% | +18.7% |
| YTD | +73.2% | +14.8% | +58.4% | +59.3% |
| 1Y | +123.4% | +42.1% | +81.3% | +81.1% |
| 3Y | +606.2% | +170.8% | +435.4% | +318.2% |
| 5Y | +899.9% | +197.5% | +702.4% | +454.9% |
| All | +2,723.0% | +356.6% | +2,366.5% | +1,166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling