+61.9%
WM vs VTR
+92.3%
-30.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +13.0% | +5.5% | +7.5% | +11.6% |
| 3M | +9.2% | -0.9% | +10.2% | +9.4% |
| 6M | +13.6% | -0.4% | +14.1% | +13.5% |
| YTD | +12.4% | +17.0% | -4.6% | +8.1% |
| 1Y | +21.2% | +18.0% | +3.3% | +16.3% |
| 3Y | +48.7% | +127.4% | -78.7% | +24.3% |
| All | +61.9% | +92.3% | -30.4% | +38.8% |
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