-50.0%
VTRS vs GWW
+570.2%
-620.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -2.2% | -3.4% | +1.2% | -1.1% |
| 30D | +3.3% | -1.9% | +5.2% | +3.9% |
| 3M | +2.0% | -2.4% | +4.4% | +2.5% |
| 6M | +19.9% | +15.7% | +4.2% | +14.3% |
| YTD | +35.7% | +27.6% | +8.1% | +25.3% |
| 1Y | +68.1% | +27.2% | +40.9% | +55.1% |
| 3Y | +87.1% | +89.7% | -2.6% | +50.3% |
| 5Y | +47.6% | +223.9% | -176.3% | -1.7% |
| All | -50.0% | +570.2% | -620.1% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling