+505.7%
WDC vs VRT
+1,919.9%
-1,414.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.6% | +0.2% | +5.7% |
| 7D | -14.4% | -10.6% | -3.8% | -9.8% |
| 30D | -27.1% | -17.4% | -9.6% | -20.6% |
| 3M | -33.3% | -26.4% | -6.9% | -24.1% |
| 6M | -39.6% | -41.0% | +1.4% | -24.9% |
| YTD | +68.4% | +23.8% | +44.6% | +56.2% |
| 1Y | +78.2% | +11.6% | +66.5% | +72.1% |
| 3Y | +772.0% | +403.5% | +368.5% | +342.5% |
| 5Y | +584.9% | +647.0% | -62.1% | +171.1% |
| All | +505.7% | +1,919.9% | -1,414.2% | +38.8% |
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