+228.7%
VTV vs WU
-39.1%
+267.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.1% | -3.5% | +2.4% | 0.0% |
| 30D | -1.0% | -2.9% | +1.9% | -0.2% |
| 3M | +4.6% | -2.3% | +6.9% | +3.8% |
| 6M | +13.5% | -25.4% | +38.9% | +22.8% |
| YTD | +18.5% | -21.2% | +39.7% | +25.5% |
| 1Y | +22.9% | -8.9% | +31.7% | +22.7% |
| 3Y | +67.8% | -29.0% | +96.8% | +79.3% |
| 5Y | +81.8% | -50.7% | +132.6% | +120.1% |
| All | +228.7% | -39.1% | +267.8% | +258.0% |
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