+172.5%
VEA vs WU
-28.9%
+201.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | +0.8% | -1.1% | +1.9% | +1.0% |
| 3M | +5.7% | -1.8% | +7.5% | +4.5% |
| 6M | +13.3% | -23.9% | +37.2% | +22.9% |
| YTD | +18.4% | -20.4% | +38.8% | +25.8% |
| 1Y | +27.0% | -10.6% | +37.5% | +27.8% |
| 3Y | +79.3% | -27.7% | +107.0% | +91.1% |
| 5Y | +62.1% | -51.1% | +113.3% | +96.9% |
| 10Y | +160.3% | -40.7% | +201.0% | +176.2% |
| All | +172.5% | -28.9% | +201.4% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling