-50.0%
VTRS vs WY
+7.6%
-57.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.2% | -4.2% | +2.0% | -0.6% |
| 30D | +3.3% | -10.1% | +13.4% | +7.4% |
| 3M | +2.0% | -8.5% | +10.5% | +5.0% |
| 6M | +19.9% | -3.3% | +23.3% | +20.8% |
| YTD | +35.7% | -4.4% | +40.1% | +36.6% |
| 1Y | +68.1% | -11.5% | +79.6% | +74.0% |
| 3Y | +87.1% | -24.3% | +111.4% | +103.5% |
| 5Y | +47.6% | -21.3% | +69.0% | +56.7% |
| All | -50.0% | +7.6% | -57.5% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling