+1,150.1%
WM vs VTR
+1,482.3%
-332.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +1.2% | +4.7% | -3.5% | +0.4% |
| 30D | +13.1% | +10.9% | +2.2% | +11.1% |
| 3M | +3.6% | -3.2% | +6.8% | +4.2% |
| 6M | +8.1% | +3.7% | +4.4% | +7.3% |
| YTD | +8.9% | +16.8% | -7.9% | +5.8% |
| 1Y | +20.3% | +21.3% | -1.0% | +16.1% |
| 3Y | +46.2% | +119.0% | -72.9% | +26.6% |
| 5Y | +59.9% | +94.0% | -34.1% | +39.9% |
| 10Y | +345.6% | +112.3% | +233.3% | +262.5% |
| All | +1,150.1% | +1,482.3% | -332.2% | +640.7% |
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 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