+297.8%
VTI vs WU
-39.1%
+336.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.9% | -3.5% | +2.6% | +0.2% |
| 30D | -1.4% | -2.9% | +1.5% | -0.6% |
| 3M | +3.6% | -2.3% | +5.9% | +2.7% |
| 6M | +13.6% | -25.4% | +39.0% | +22.8% |
| YTD | +12.9% | -21.2% | +34.1% | +19.5% |
| 1Y | +17.2% | -8.9% | +26.1% | +17.0% |
| 3Y | +75.7% | -29.0% | +104.6% | +87.3% |
| 5Y | +75.4% | -50.7% | +126.2% | +111.7% |
| All | +297.8% | -39.1% | +336.9% | +325.6% |
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