-39.3%
VG vs WU
-17.9%
-21.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.5% |
| 7D | +1.7% | -0.8% | +2.5% | +1.7% |
| 30D | +16.0% | -1.1% | +17.1% | +16.0% |
| 3M | +9.7% | -3.9% | +13.6% | +10.1% |
| 6M | +29.6% | -20.7% | +50.2% | +29.1% |
| YTD | +112.0% | -18.4% | +130.4% | +111.3% |
| 1Y | +12.8% | -8.1% | +20.9% | +12.6% |
| All | -39.3% | -17.9% | -21.4% | -41.4% |
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