+454.5%
V vs WU
-35.7%
+490.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +0.6% | +11.0% | -10.4% | -3.6% |
| 30D | +9.7% | +13.4% | -3.7% | +4.3% |
| 3M | +17.3% | +2.2% | +15.1% | +15.7% |
| 6M | +33.2% | -18.2% | +51.4% | +41.5% |
| YTD | +21.3% | -18.3% | +39.6% | +28.3% |
| 1Y | +27.3% | -12.2% | +39.5% | +30.4% |
| 3Y | +76.1% | -20.8% | +96.9% | +82.5% |
| 5Y | +103.5% | -42.6% | +146.0% | +139.5% |
| 10Y | +454.5% | -35.5% | +489.9% | +476.6% |
| All | +454.5% | -35.7% | +490.1% | +476.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling