+224.6%
VT vs WU
-37.2%
+261.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.2% | +2.0% |
| 7D | -0.7% | +2.1% | -2.8% | -1.5% |
| 30D | -1.7% | +10.1% | -11.9% | -4.7% |
| 3M | -2.3% | -1.1% | -1.2% | -2.5% |
| 6M | +1.5% | -19.8% | +21.3% | +6.5% |
| YTD | +12.0% | -20.8% | +32.8% | +17.4% |
| 1Y | +12.9% | -15.1% | +28.0% | +15.5% |
| 3Y | +74.9% | -23.2% | +98.2% | +80.5% |
| 5Y | +59.9% | -42.6% | +102.5% | +79.2% |
| 10Y | +224.6% | -38.9% | +263.5% | +241.2% |
| All | +224.6% | -37.2% | +261.8% | +241.2% |
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