+414.3%
VUG vs WU
-39.1%
+453.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -0.5% | -3.5% | +3.0% | +0.6% |
| 30D | -1.0% | -2.9% | +2.0% | -0.2% |
| 3M | +3.5% | -2.3% | +5.8% | +2.6% |
| 6M | +14.2% | -25.4% | +39.6% | +23.0% |
| YTD | +8.5% | -21.2% | +29.7% | +14.5% |
| 1Y | +12.9% | -8.9% | +21.7% | +12.6% |
| 3Y | +85.6% | -29.0% | +114.6% | +96.9% |
| 5Y | +78.1% | -50.7% | +128.9% | +113.1% |
| All | +414.3% | -39.1% | +453.5% | +438.5% |
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