+1,121.2%
VST vs WU
-35.2%
+1,156.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | -6.0% | +11.0% | -17.1% | -8.2% |
| 30D | -18.8% | +13.4% | -32.2% | -21.1% |
| 3M | -8.0% | +2.2% | -10.3% | -8.9% |
| 6M | -10.9% | -18.2% | +7.3% | -8.0% |
| YTD | -18.3% | -18.3% | 0.0% | -16.1% |
| 1Y | -29.9% | -12.2% | -17.8% | -29.5% |
| 3Y | +290.3% | -20.8% | +311.1% | +291.7% |
| 5Y | +635.3% | -42.6% | +677.9% | +700.0% |
| All | +1,121.2% | -35.2% | +1,156.4% | +1,128.9% |
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