Both...
Forces & moments about body axes:
CFx CFy CFz CMx CMy CMz
Forces & moments about wind axes:
CL CD CS CMl CMm CMn
When you run a stability case, VSPAERO actually runs 7 (or more with control surfaces) times -- a baseline, and then six perturbations in order to finite-difference the derivatives. The 'Delta' column documents how big a perturbation was taken for each derivative.
The wrt U column is not one of the basic six -- I'm not sure if it gets activated for certain other cases, but it is safe to ignore that one for now. The others say 'wrt Alpha per rad' means that the column gives the derivatives for the coefficients for each row with respect to Alpha, in units of per radian (as opposed to per degree).
CFx - Coefficient of force in X direction (body) , derivative with respect to Alpha, with units of 1/rad.
Rob