+897.6%
WDC vs VRT
+2,829.6%
-1,932.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.5% | +0.6% |
| 7D | +6.0% | +13.6% | -7.6% | +0.3% |
| 30D | +9.9% | +6.8% | +3.2% | +7.0% |
| 3M | -9.4% | -3.2% | -6.2% | -8.4% |
| 6M | +94.7% | +20.3% | +74.4% | +81.5% |
| YTD | +177.4% | +79.6% | +97.8% | +120.2% |
| 1Y | +412.6% | +139.0% | +273.6% | +266.6% |
| 3Y | +1,359.8% | +644.6% | +715.2% | +526.9% |
| 5Y | +992.6% | +1,024.4% | -31.8% | +261.2% |
| All | +897.6% | +2,829.6% | -1,932.0% | +95.7% |
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