+408.8%
VUG vs WU
-39.0%
+447.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.5% |
| 7D | -1.1% | +2.1% | -3.2% | -1.9% |
| 30D | -7.0% | +10.1% | -17.2% | -9.9% |
| 3M | -3.7% | -1.1% | -2.6% | -4.0% |
| 6M | -1.6% | -19.8% | +18.2% | +3.3% |
| YTD | +5.1% | -20.8% | +25.9% | +10.2% |
| 1Y | +3.8% | -15.1% | +18.9% | +6.1% |
| 3Y | +79.9% | -23.2% | +103.1% | +85.0% |
| 5Y | +66.4% | -42.6% | +109.0% | +87.3% |
| All | +408.8% | -39.0% | +447.8% | +425.2% |
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