+302.9%
WM vs VTR
+85.6%
+217.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -0.9% | -2.4% | +1.5% | -0.4% |
| 30D | -4.3% | -3.7% | -0.6% | -3.6% |
| 3M | +0.8% | +13.5% | -12.8% | -2.0% |
| 6M | -10.8% | +7.2% | -17.9% | -12.2% |
| YTD | -0.1% | +17.6% | -17.6% | -3.7% |
| 1Y | +1.0% | +35.4% | -34.4% | -5.7% |
| 3Y | +45.1% | +132.8% | -87.8% | +20.2% |
| 5Y | +52.1% | +88.7% | -36.5% | +29.8% |
| 10Y | +302.9% | +87.6% | +215.3% | +246.6% |
| All | +302.9% | +85.6% | +217.3% | +246.6% |
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