+1,465.5%
VTR vs WY
+249.7%
+1,215.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -2.9% | -1.7% | -1.2% | -2.1% |
| 30D | -2.8% | -9.9% | +7.1% | +2.1% |
| 3M | +9.0% | -7.5% | +16.5% | +12.6% |
| 6M | +5.0% | -5.1% | +10.1% | +6.7% |
| YTD | +16.9% | -2.1% | +19.0% | +16.5% |
| 1Y | +34.3% | -7.3% | +41.6% | +36.7% |
| 3Y | +131.6% | -22.6% | +154.2% | +152.0% |
| 5Y | +88.0% | -19.8% | +107.8% | +97.7% |
| 10Y | +97.8% | +9.6% | +88.2% | +75.1% |
| All | +1,465.5% | +249.7% | +1,215.8% | +748.2% |
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