-50.0%
VTRS vs WU
-39.1%
-10.9%
-82.0%
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 | -2.2% | -3.5% | +1.3% | -0.8% |
| 30D | +3.3% | -2.9% | +6.3% | +4.4% |
| 3M | +2.0% | -2.3% | +4.2% | +1.1% |
| 6M | +19.9% | -25.4% | +45.3% | +32.6% |
| YTD | +35.7% | -21.2% | +56.9% | +46.0% |
| 1Y | +68.1% | -8.9% | +77.0% | +68.0% |
| 3Y | +87.1% | -29.0% | +116.0% | +104.4% |
| 5Y | +47.6% | -50.7% | +98.4% | +87.9% |
| All | -50.0% | -39.1% | -10.9% | -44.0% |
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