+1,328.4%
WDC vs VTR
+134.0%
+1,194.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.3% |
| 7D | +4.4% | -1.8% | +6.2% | +4.3% |
| 30D | +5.3% | +4.0% | +1.3% | +5.7% |
| 3M | -5.9% | +7.8% | -13.8% | -6.2% |
| 6M | +73.2% | +6.4% | +66.9% | +73.2% |
| YTD | +167.8% | +18.3% | +149.5% | +164.3% |
| 1Y | +386.0% | +33.9% | +352.0% | +368.8% |
| All | +1,328.4% | +134.0% | +1,194.4% | +1,168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling