-21.1%
WU vs VCLT
+103.3%
-124.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -0.8% | +0.3% | -1.2% | -0.9% |
| 30D | -1.1% | -0.6% | -0.6% | -1.1% |
| 3M | -1.8% | -2.2% | +0.4% | -1.6% |
| 6M | -23.9% | -2.9% | -21.0% | -23.8% |
| YTD | -20.4% | -2.1% | -18.3% | -20.3% |
| 1Y | -10.6% | -2.6% | -8.0% | -10.4% |
| 3Y | -27.7% | +12.5% | -40.2% | -27.8% |
| 5Y | -51.1% | -15.3% | -35.8% | -53.0% |
| 10Y | -40.7% | +16.6% | -57.3% | -38.3% |
| All | -21.1% | +103.3% | -124.4% | +9.0% |
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