-37.8%
WU vs VT
+374.2%
-412.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -0.8% | +0.4% | -1.3% | -1.2% |
| 30D | -1.1% | +1.0% | -2.1% | -1.9% |
| 3M | -3.9% | +2.4% | -6.2% | -6.0% |
| 6M | -20.7% | +12.0% | -32.7% | -28.5% |
| YTD | -18.4% | +15.3% | -33.7% | -28.4% |
| 1Y | -8.1% | +22.6% | -30.6% | -23.6% |
| 3Y | -24.2% | +74.7% | -98.8% | -54.1% |
| 5Y | -50.4% | +66.1% | -116.6% | -68.9% |
| 10Y | -40.0% | +225.0% | -265.0% | -79.5% |
| All | -37.8% | +374.2% | -412.0% | -86.8% |
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