+403.5%
VRT vs WU
-21.7%
+425.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.3% | +9.9% | +9.6% |
| 7D | -10.6% | +9.1% | -19.7% | -10.1% |
| 30D | -17.4% | +12.1% | -29.5% | -17.0% |
| 3M | -26.4% | +0.3% | -26.7% | -26.1% |
| 6M | -41.0% | -19.1% | -21.9% | -40.5% |
| YTD | +23.8% | -19.2% | +43.1% | +24.5% |
| 1Y | +11.6% | -15.3% | +26.9% | +11.4% |
| 3Y | +403.5% | -21.3% | +424.8% | +389.1% |
| All | +403.5% | -21.7% | +425.2% | +389.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling