+770.0%
WDC vs VRT
+388.8%
+381.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.6% | -1.4% | -3.1% |
| 7D | +12.1% | +10.5% | +1.6% | +6.7% |
| 30D | -18.8% | -9.3% | -9.5% | -14.5% |
| 3M | -39.3% | -29.6% | -9.7% | -28.1% |
| 6M | -40.1% | -45.4% | +5.2% | -20.2% |
| YTD | +71.8% | +24.8% | +47.0% | +57.7% |
| 1Y | +88.5% | +23.6% | +64.9% | +73.9% |
| 3Y | +770.0% | +379.7% | +390.3% | +332.3% |
| All | +770.0% | +388.8% | +381.2% | +332.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling