+1,053.6%
WM vs VTR
+1,499.7%
-446.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -0.3% | -1.7% | +1.4% | 0.0% |
| 30D | -2.4% | -2.4% | +0.1% | -2.0% |
| 3M | +0.4% | +14.8% | -14.4% | -2.0% |
| 6M | -9.5% | +5.3% | -14.8% | -10.4% |
| YTD | +0.5% | +18.1% | -17.6% | -2.6% |
| 1Y | -1.1% | +36.7% | -37.8% | -6.6% |
| 3Y | +46.0% | +130.1% | -84.0% | +25.3% |
| 5Y | +51.8% | +89.5% | -37.7% | +33.2% |
| 10Y | +307.5% | +87.4% | +220.2% | +238.1% |
| All | +1,053.6% | +1,499.7% | -446.1% | +582.2% |
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