+26,336.4%
WM vs VTRS
+567.8%
+25,768.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -0.3% | +3.3% | -3.6% | -0.7% |
| 30D | -2.4% | -3.6% | +1.3% | -2.0% |
| 3M | +0.4% | +7.0% | -6.5% | -0.5% |
| 6M | -9.5% | +17.5% | -26.9% | -11.4% |
| YTD | +0.5% | +38.8% | -38.3% | -3.7% |
| 1Y | -1.1% | +69.2% | -70.3% | -7.6% |
| 3Y | +46.0% | +77.5% | -31.4% | +34.0% |
| 5Y | +51.8% | +39.9% | +11.9% | +41.3% |
| 10Y | +307.5% | -47.1% | +354.6% | +307.2% |
| All | +26,336.4% | +567.8% | +25,768.6% | +18,146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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