+528.7%
WDC vs VRT
+561.8%
-33.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.9% |
| 7D | -28.0% | -21.4% | -6.6% | -20.2% |
| 30D | -34.9% | -25.8% | -9.1% | -26.4% |
| 3M | -41.6% | -33.5% | -8.0% | -31.2% |
| 6M | -45.4% | -49.0% | +3.7% | -28.9% |
| YTD | +53.3% | +12.9% | +40.3% | +49.9% |
| 1Y | +61.5% | 0.0% | +61.5% | +64.8% |
| 3Y | +712.3% | +361.8% | +350.5% | +389.2% |
| All | +528.7% | +561.8% | -33.1% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling