-30.3%
WU vs VLTO
+56.1%
-86.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +9.1% | +2.0% | +7.0% | +8.4% |
| 30D | +12.1% | +21.8% | -9.7% | +5.1% |
| 3M | +0.3% | +20.2% | -19.9% | -5.6% |
| 6M | -19.1% | +36.3% | -55.5% | -26.6% |
| YTD | -19.2% | +18.8% | -38.1% | -24.0% |
| 1Y | -15.3% | +20.4% | -35.7% | -20.7% |
| 3Y | -21.3% | +71.9% | -93.2% | -32.8% |
| All | -30.3% | +56.1% | -86.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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