+953.6%
VRT vs WY
-20.4%
+974.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.4% |
| 7D | +2.4% | -1.7% | +4.1% | +3.2% |
| 30D | -2.7% | -9.9% | +7.2% | +2.0% |
| 3M | -9.2% | -7.5% | -1.7% | -6.6% |
| 6M | -0.5% | -5.1% | +4.6% | +0.7% |
| YTD | +62.3% | -2.1% | +64.4% | +60.6% |
| 1Y | +109.6% | -7.3% | +116.9% | +112.5% |
| 3Y | +573.1% | -22.6% | +595.7% | +614.5% |
| 5Y | +953.6% | -19.8% | +973.4% | +1,127.5% |
| All | +953.6% | -20.4% | +974.0% | +1,127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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