+31.2%
VCIT vs WU
-36.4%
+67.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.7% | +9.1% | -8.3% | +0.4% |
| 30D | +1.8% | +12.1% | -10.3% | +1.4% |
| 3M | -1.1% | +0.3% | -1.5% | -1.2% |
| 6M | -1.7% | -19.1% | +17.5% | -1.1% |
| YTD | -1.1% | -19.2% | +18.1% | -0.7% |
| 1Y | -0.4% | -15.3% | +14.9% | -0.1% |
| 3Y | +20.5% | -21.3% | +41.8% | +20.9% |
| 5Y | +3.8% | -41.7% | +45.4% | +4.7% |
| 10Y | +31.2% | -36.0% | +67.2% | +32.6% |
| All | +31.2% | -36.4% | +67.6% | +32.6% |
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