+370.0%
UWM vs VT
+345.0%
+25.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.1% | -5.0% | -0.4% |
| 7D | -9.3% | -4.2% | -5.1% | -0.4% |
| 30D | -8.0% | -5.8% | -2.2% | +4.9% |
| 3M | -19.6% | -5.2% | -14.3% | -9.3% |
| 6M | -11.0% | +0.1% | -11.1% | -10.3% |
| YTD | +14.1% | +8.2% | +5.9% | -1.4% |
| 1Y | +14.7% | +10.1% | +4.6% | -3.9% |
| 3Y | +88.9% | +69.7% | +19.2% | -30.6% |
| 5Y | -16.0% | +53.4% | -69.4% | -57.1% |
| 10Y | +173.5% | +219.2% | -45.8% | -58.2% |
| All | +370.0% | +345.0% | +25.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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