+1.3%
VSAT vs WU
-39.5%
+40.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | +3.4% | -5.0% | +8.4% | +5.8% |
| 30D | -12.2% | -2.3% | -10.0% | -11.6% |
| 3M | +20.6% | -3.2% | +23.8% | +19.6% |
| 6M | +60.2% | -25.0% | +85.2% | +80.0% |
| YTD | +115.3% | -21.7% | +136.9% | +134.7% |
| 1Y | +154.6% | -9.0% | +163.5% | +154.2% |
| 3Y | +211.2% | -28.9% | +240.0% | +248.2% |
| 5Y | +52.7% | -51.0% | +103.7% | +101.5% |
| All | +1.3% | -39.5% | +40.8% | +22.4% |
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