+876.7%
WDC vs VRT
+2,725.9%
-1,849.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.4% | +1.5% | +4.0% |
| 7D | +1.7% | +9.1% | -7.4% | -2.0% |
| 30D | -10.0% | +0.9% | -10.9% | -10.2% |
| 3M | -18.8% | -13.4% | -5.4% | -13.8% |
| 6M | +79.0% | +11.7% | +67.3% | +72.1% |
| YTD | +171.6% | +73.2% | +98.3% | +118.9% |
| 1Y | +417.4% | +123.4% | +294.0% | +280.0% |
| 3Y | +1,251.8% | +606.2% | +645.6% | +492.7% |
| 5Y | +911.7% | +899.9% | +11.8% | +254.7% |
| All | +876.7% | +2,725.9% | -1,849.1% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling