+561.7%
VTRS vs GWW
+13,908.6%
-13,346.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -3.3% | -3.1% | -0.2% | -2.3% |
| 30D | +1.4% | -2.3% | +3.7% | +2.1% |
| 3M | +4.6% | -3.3% | +8.0% | +5.5% |
| 6M | +18.1% | +15.4% | +2.7% | +12.6% |
| YTD | +34.7% | +26.7% | +7.9% | +24.4% |
| 1Y | +65.6% | +29.0% | +36.7% | +52.0% |
| 3Y | +83.8% | +89.0% | -5.2% | +47.3% |
| 5Y | +46.5% | +221.8% | -175.3% | -2.6% |
| 10Y | -48.6% | +562.7% | -611.3% | -74.0% |
| All | +561.7% | +13,908.6% | -13,346.9% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling