+297.5%
WBD vs VNQ
+284.3%
+13.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | -0.6% | -2.6% | +2.0% | +0.8% |
| 30D | +4.2% | -2.3% | +6.5% | +5.5% |
| 3M | +7.5% | -2.8% | +10.3% | +9.0% |
| 6M | +1.6% | +2.5% | -0.9% | -0.1% |
| YTD | -2.2% | +8.4% | -10.6% | -6.8% |
| 1Y | +124.9% | +6.8% | +118.1% | +116.4% |
| 3Y | +149.1% | +29.9% | +119.2% | +120.2% |
| 5Y | +7.8% | +7.2% | +0.6% | +6.0% |
| 10Y | +14.9% | +62.5% | -47.7% | -9.0% |
| All | +297.5% | +284.3% | +13.2% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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