+30.6%
VCIT vs WAB
+305.5%
-274.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.1% | -0.1% |
| 7D | +0.7% | +4.0% | -3.2% | +0.6% |
| 30D | +1.8% | +4.5% | -2.7% | +1.6% |
| 3M | -1.6% | +2.3% | -3.8% | -1.6% |
| 6M | -2.1% | +12.5% | -14.6% | -2.5% |
| YTD | -1.6% | +40.2% | -41.8% | -2.7% |
| 1Y | -0.8% | +45.2% | -46.0% | -2.0% |
| 3Y | +19.9% | +171.8% | -151.9% | +16.0% |
| 5Y | +3.3% | +217.6% | -214.3% | -0.7% |
| 10Y | +30.6% | +285.3% | -254.7% | +23.0% |
| All | +30.6% | +305.5% | -274.8% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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