+129.7%
VTR vs GWW
+89.6%
+40.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.3% | -3.4% | +3.0% | +0.1% |
| 30D | +1.1% | -1.9% | +3.0% | +1.3% |
| 3M | +7.9% | -2.4% | +10.3% | +8.1% |
| 6M | +6.2% | +15.7% | -9.6% | +4.1% |
| YTD | +17.7% | +27.6% | -9.9% | +13.9% |
| 1Y | +32.9% | +27.2% | +5.7% | +28.7% |
| 3Y | +129.7% | +89.7% | +40.0% | +97.2% |
| All | +129.7% | +89.6% | +40.0% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling