+550.5%
WDC vs VRT
+2,012.3%
-1,461.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | +16.3% | +18.6% | -2.3% | +8.1% |
| 30D | -18.3% | -11.7% | -6.6% | -13.6% |
| 3M | -31.4% | -27.3% | -4.2% | -21.7% |
| 6M | -36.3% | -42.9% | +6.6% | -19.8% |
| YTD | +80.8% | +29.5% | +51.4% | +64.5% |
| 1Y | +87.7% | +21.0% | +66.7% | +75.4% |
| 3Y | +819.4% | +403.1% | +416.3% | +365.5% |
| 5Y | +583.2% | +688.8% | -105.6% | +163.9% |
| All | +550.5% | +2,012.3% | -1,461.8% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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