+223.0%
VT vs WU
-40.1%
+263.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.3% |
| 7D | +0.4% | -0.8% | +1.3% | +0.7% |
| 30D | +1.0% | -1.1% | +2.1% | +1.2% |
| 3M | +2.4% | -3.9% | +6.2% | +2.2% |
| 6M | +12.0% | -20.7% | +32.7% | +18.3% |
| YTD | +15.3% | -18.4% | +33.7% | +20.4% |
| 1Y | +22.6% | -8.1% | +30.6% | +22.2% |
| 3Y | +74.7% | -24.2% | +98.8% | +81.6% |
| 5Y | +66.1% | -50.4% | +116.6% | +98.1% |
| All | +223.0% | -40.1% | +263.2% | +249.4% |
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