+87.7%
WDC vs VRT
+15.2%
+72.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.7% |
| 7D | +16.3% | +18.6% | -2.3% | +3.6% |
| 30D | -18.3% | -11.7% | -6.6% | -11.6% |
| 3M | -31.4% | -27.3% | -4.2% | -16.5% |
| 6M | -36.3% | -42.9% | +6.6% | -8.8% |
| YTD | +80.8% | +29.5% | +51.4% | +41.5% |
| 1Y | +87.7% | +21.0% | +66.7% | +54.0% |
| All | +87.7% | +15.2% | +72.5% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling