+29.3%
VCIT vs WAB
+283.1%
-253.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | -0.8% | -2.4% | +1.7% | -0.7% |
| 3M | -0.5% | +9.7% | -10.2% | -0.8% |
| 6M | -1.4% | +16.5% | -17.9% | -1.9% |
| YTD | -0.8% | +33.7% | -34.5% | -1.7% |
| 1Y | +0.3% | +49.7% | -49.4% | -1.0% |
| 3Y | +19.2% | +170.9% | -151.7% | +15.4% |
| 5Y | +3.6% | +228.0% | -224.5% | -0.4% |
| 10Y | +29.3% | +284.8% | -255.5% | +21.9% |
| All | +29.3% | +283.1% | -253.8% | +21.9% |
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