+567.0%
WDC vs VTR
+92.3%
+474.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.8% |
| 7D | +12.1% | +0.2% | +11.9% | +12.1% |
| 30D | -18.8% | +5.5% | -24.3% | -20.1% |
| 3M | -39.3% | -0.9% | -38.4% | -39.4% |
| 6M | -40.1% | -0.4% | -39.7% | -41.1% |
| YTD | +71.8% | +17.0% | +54.8% | +57.4% |
| 1Y | +88.5% | +18.0% | +70.5% | +71.7% |
| 3Y | +770.0% | +127.4% | +642.6% | +447.6% |
| All | +567.0% | +92.3% | +474.7% | +351.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling