+2,010.2%
VRT vs WU
-42.4%
+2,052.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +18.6% | -5.3% | +23.9% | +19.6% |
| 30D | -11.7% | +9.0% | -20.7% | -13.6% |
| 3M | -27.3% | -3.6% | -23.7% | -27.3% |
| 6M | -42.9% | -19.4% | -23.5% | -41.2% |
| YTD | +29.5% | -21.7% | +51.2% | +33.3% |
| 1Y | +21.0% | -16.1% | +37.2% | +22.1% |
| 3Y | +403.1% | -24.1% | +427.2% | +408.2% |
| 5Y | +688.8% | -44.1% | +733.0% | +761.0% |
| All | +2,010.2% | -42.4% | +2,052.5% | +2,213.7% |
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