-21.9%
WU vs VO
+548.2%
-570.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -0.8% | -0.3% | -0.6% | -0.6% |
| 30D | -1.1% | -0.3% | -0.8% | -0.8% |
| 3M | -3.9% | +2.9% | -6.8% | -6.2% |
| 6M | -20.7% | +9.3% | -30.0% | -26.6% |
| YTD | -18.4% | +14.2% | -32.6% | -27.4% |
| 1Y | -8.1% | +15.3% | -23.3% | -19.0% |
| 3Y | -24.2% | +56.2% | -80.4% | -49.1% |
| 5Y | -50.4% | +42.4% | -92.9% | -64.6% |
| 10Y | -40.0% | +194.7% | -234.8% | -78.4% |
| All | -21.9% | +548.2% | -570.1% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling