+404.6%
VIAV vs WU
-39.1%
+443.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +11.2% | -3.5% | +14.6% | +12.2% |
| 30D | -10.1% | -2.9% | -7.2% | -9.6% |
| 3M | -22.9% | -2.3% | -20.6% | -24.1% |
| 6M | +28.8% | -25.4% | +54.2% | +38.3% |
| YTD | +117.5% | -21.2% | +138.7% | +128.2% |
| 1Y | +216.1% | -8.9% | +224.9% | +212.2% |
| 3Y | +292.2% | -29.0% | +321.2% | +314.3% |
| 5Y | +141.0% | -50.7% | +191.7% | +188.5% |
| All | +404.6% | -39.1% | +443.7% | +441.3% |
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