+2,095.7%
WDC vs VTR
+1,492.6%
+603.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.3% |
| 7D | +6.0% | -2.4% | +8.4% | +6.8% |
| 30D | +9.9% | -3.7% | +13.7% | +11.2% |
| 3M | -9.4% | +13.5% | -22.9% | -14.3% |
| 6M | +94.7% | +7.2% | +87.5% | +86.9% |
| YTD | +177.4% | +17.6% | +159.8% | +157.7% |
| 1Y | +412.6% | +35.4% | +377.2% | +352.1% |
| 3Y | +1,359.8% | +132.8% | +1,226.9% | +951.0% |
| 5Y | +992.6% | +88.7% | +903.9% | +743.4% |
| 10Y | +1,245.5% | +87.6% | +1,157.9% | +850.5% |
| All | +2,095.7% | +1,492.6% | +603.0% | +709.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling