-21.8%
WU vs VCLT
+102.9%
-124.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | -3.6% | -2.9% | -0.7% | -3.4% |
| 6M | -24.3% | -4.0% | -20.4% | -24.1% |
| YTD | -21.1% | -2.2% | -18.8% | -21.0% |
| 1Y | -10.3% | -2.6% | -7.7% | -10.1% |
| 3Y | -28.4% | +12.3% | -40.6% | -28.4% |
| 5Y | -51.2% | -16.4% | -34.8% | -53.2% |
| 10Y | -39.6% | +18.1% | -57.7% | -36.7% |
| All | -21.8% | +102.9% | -124.7% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling