+225.7%
VIK vs WU
-35.9%
+261.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -0.9% | -3.5% | +2.5% | -0.1% |
| 30D | -18.4% | -2.9% | -15.5% | -17.9% |
| 3M | -8.8% | -2.3% | -6.5% | -9.8% |
| 6M | +17.1% | -25.4% | +42.5% | +26.0% |
| YTD | +19.0% | -21.2% | +40.2% | +25.6% |
| 1Y | +30.1% | -8.9% | +39.0% | +28.8% |
| All | +225.7% | -35.9% | +261.6% | +261.8% |
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