+1,934.0%
VRT vs WY
-15.8%
+1,949.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.3% |
| 7D | +10.5% | -0.8% | +11.3% | +10.9% |
| 30D | -9.3% | +10.1% | -19.4% | -14.0% |
| 3M | -29.6% | -15.4% | -14.2% | -25.5% |
| 6M | -45.4% | -8.3% | -37.1% | -44.7% |
| YTD | +24.8% | -9.8% | +34.6% | +26.6% |
| 1Y | +23.6% | -3.9% | +27.5% | +21.5% |
| 3Y | +379.7% | -23.3% | +403.0% | +400.7% |
| 5Y | +660.3% | -31.2% | +691.5% | +757.7% |
| All | +1,934.0% | -15.8% | +1,949.8% | +1,665.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling