+222.7%
VT vs WU
-39.7%
+262.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +2.9% | -5.3% | +8.2% | +4.4% |
| 30D | -2.5% | +9.0% | -11.5% | -5.2% |
| 3M | -3.3% | -3.6% | +0.2% | -2.9% |
| 6M | +1.5% | -19.4% | +20.9% | +6.4% |
| YTD | +11.4% | -21.7% | +33.1% | +17.1% |
| 1Y | +11.9% | -16.1% | +28.0% | +14.9% |
| 3Y | +73.9% | -24.1% | +98.0% | +80.0% |
| 5Y | +57.9% | -44.1% | +102.0% | +78.6% |
| All | +222.7% | -39.7% | +262.5% | +241.1% |
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 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