-38.2%
WU vs VT
+346.0%
-384.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | +11.7% | -2.3% | +14.0% | +13.6% |
| 30D | +12.6% | -5.0% | +17.6% | +17.1% |
| 3M | -0.5% | -4.9% | +4.4% | +3.4% |
| 6M | -18.2% | -1.5% | -16.6% | -17.8% |
| YTD | -19.0% | +8.5% | -27.5% | -25.4% |
| 1Y | -16.7% | +11.4% | -28.1% | -25.1% |
| 3Y | -21.0% | +70.1% | -91.1% | -51.3% |
| 5Y | -41.7% | +53.7% | -95.4% | -61.0% |
| 10Y | -35.0% | +220.0% | -255.0% | -77.7% |
| All | -38.2% | +346.0% | -384.3% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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