+417.4%
WDC vs VTR
+36.9%
+380.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.9% | +4.5% |
| 7D | +1.7% | -1.7% | +3.4% | +0.6% |
| 30D | -10.0% | -2.4% | -7.5% | -11.7% |
| 3M | -18.8% | +14.8% | -33.5% | -12.6% |
| 6M | +79.0% | +5.3% | +73.7% | +89.8% |
| YTD | +171.6% | +18.1% | +153.5% | +202.1% |
| 1Y | +417.4% | +36.7% | +380.7% | +480.0% |
| All | +417.4% | +36.9% | +380.5% | +480.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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