+30.9%
VCIT vs WU
-37.2%
+68.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | -0.5% | +2.1% | -2.6% | -0.6% |
| 30D | +1.0% | +10.1% | -9.1% | +0.7% |
| 3M | -1.4% | -1.1% | -0.2% | -1.4% |
| 6M | -2.1% | -19.8% | +17.7% | -1.5% |
| YTD | -1.8% | -20.8% | +19.0% | -1.2% |
| 1Y | -1.4% | -15.1% | +13.7% | -1.1% |
| 3Y | +19.3% | -23.2% | +42.5% | +19.8% |
| 5Y | +4.1% | -42.6% | +46.8% | +5.1% |
| 10Y | +30.9% | -38.9% | +69.8% | +32.3% |
| All | +30.9% | -37.2% | +68.1% | +32.3% |
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