-46.6%
VG vs WU
-20.4%
-26.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +5.2% |
| 7D | +5.5% | +2.1% | +3.4% | +5.8% |
| 30D | -3.6% | +10.1% | -13.7% | -2.6% |
| 3M | -4.0% | -1.1% | -2.8% | -3.6% |
| 6M | +9.4% | -19.8% | +29.2% | +9.3% |
| YTD | +86.6% | -20.8% | +107.4% | +86.5% |
| 1Y | +69.5% | -15.1% | +84.6% | +69.0% |
| All | -46.6% | -20.4% | -26.2% | -48.3% |
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