+1,188.5%
WDC vs VTR
+99.2%
+1,089.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | -1.5% | +1.1% | -2.6% | -2.0% |
| 3M | -15.5% | +7.9% | -23.4% | -19.3% |
| 6M | +66.5% | +6.2% | +60.3% | +58.9% |
| YTD | +159.9% | +17.7% | +142.1% | +137.1% |
| 1Y | +366.0% | +32.9% | +333.1% | +301.6% |
| 3Y | +1,285.8% | +129.7% | +1,156.1% | +815.9% |
| 5Y | +925.6% | +89.3% | +836.2% | +633.0% |
| All | +1,188.5% | +99.2% | +1,089.4% | +606.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling