+2,545.5%
VRT vs WU
-41.9%
+2,587.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.4% |
| 7D | +2.4% | -4.9% | +7.3% | +3.4% |
| 30D | -2.7% | -1.3% | -1.4% | -2.5% |
| 3M | -9.2% | -3.6% | -5.6% | -9.8% |
| 6M | -0.5% | -24.3% | +23.8% | +4.5% |
| YTD | +62.3% | -21.1% | +83.4% | +68.0% |
| 1Y | +109.6% | -10.3% | +119.9% | +107.8% |
| 3Y | +573.1% | -28.4% | +601.4% | +597.6% |
| 5Y | +953.6% | -51.2% | +1,004.8% | +1,091.1% |
| All | +2,545.5% | -41.9% | +2,587.4% | +2,814.7% |
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