-50.0%
VTRS vs WWD
+498.2%
-548.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -2.2% | -2.6% | +0.4% | -1.4% |
| 30D | +3.3% | -6.9% | +10.2% | +5.5% |
| 3M | +2.0% | -13.0% | +15.0% | +5.9% |
| 6M | +19.9% | -12.5% | +32.4% | +23.7% |
| YTD | +35.7% | +11.8% | +23.9% | +29.4% |
| 1Y | +68.1% | +41.1% | +27.0% | +47.6% |
| 3Y | +87.1% | +163.1% | -76.0% | +29.6% |
| 5Y | +47.6% | +187.6% | -140.0% | -3.7% |
| All | -50.0% | +498.2% | -548.2% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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