-51.0%
WU vs VCLT
-17.3%
-33.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.2% |
| 7D | -5.0% | -1.3% | -3.7% | -4.4% |
| 30D | -2.3% | -1.1% | -1.1% | -1.8% |
| 3M | -3.2% | -3.7% | +0.5% | -1.5% |
| 6M | -25.0% | -4.0% | -21.0% | -23.6% |
| YTD | -21.7% | -3.4% | -18.3% | -20.4% |
| 1Y | -9.0% | -4.1% | -4.8% | -7.2% |
| 3Y | -28.9% | +11.0% | -39.9% | -31.1% |
| 5Y | -51.0% | -17.0% | -34.0% | -56.4% |
| All | -51.0% | -17.3% | -33.7% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling