+130.8%
VTR vs WCN
+18.2%
+112.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | -1.8% | -4.4% | +2.6% | -0.1% |
| 30D | +4.0% | -4.4% | +8.4% | +5.8% |
| 3M | +7.8% | +0.5% | +7.4% | +7.7% |
| 6M | +6.4% | -3.3% | +9.6% | +7.4% |
| YTD | +18.3% | -8.5% | +26.8% | +21.7% |
| 1Y | +33.9% | -8.9% | +42.9% | +37.9% |
| All | +130.8% | +18.2% | +112.7% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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