-40.7%
WU vs VO
+197.9%
-238.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | -5.0% | -2.5% | -2.5% | -3.1% |
| 30D | -2.3% | -3.2% | +1.0% | +0.2% |
| 3M | -3.2% | +3.9% | -7.1% | -5.9% |
| 6M | -25.0% | +9.6% | -34.7% | -30.1% |
| YTD | -21.7% | +11.6% | -33.2% | -28.0% |
| 1Y | -9.0% | +12.6% | -21.6% | -17.0% |
| 3Y | -28.9% | +55.4% | -84.3% | -49.5% |
| 5Y | -51.0% | +41.8% | -92.9% | -63.3% |
| All | -40.7% | +197.9% | -238.6% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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