+213.7%
VT vs WU
-36.0%
+249.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | -2.3% | +11.7% | -14.0% | -5.5% |
| 30D | -5.0% | +12.6% | -17.6% | -8.4% |
| 3M | -4.9% | -0.5% | -4.4% | -5.2% |
| 6M | -1.5% | -18.2% | +16.6% | +2.8% |
| YTD | +8.5% | -19.0% | +27.5% | +13.0% |
| 1Y | +11.4% | -16.7% | +28.1% | +14.7% |
| 3Y | +70.1% | -21.0% | +91.1% | +74.1% |
| 5Y | +53.7% | -41.7% | +95.4% | +71.5% |
| All | +213.7% | -36.0% | +249.7% | +230.0% |
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