+96.3%
VCIT vs WAB
+1,390.9%
-1,294.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.3% |
| 7D | +0.5% | -2.5% | +2.9% | +0.5% |
| 30D | +2.1% | -4.4% | +6.4% | +2.1% |
| 3M | -1.6% | -5.9% | +4.3% | -1.5% |
| 6M | -1.6% | +5.9% | -7.5% | -1.7% |
| YTD | -1.5% | +30.9% | -32.4% | -1.9% |
| 1Y | -0.4% | +35.8% | -36.2% | -0.8% |
| 3Y | +19.6% | +154.0% | -134.4% | +18.1% |
| 5Y | +3.3% | +203.9% | -200.6% | +1.7% |
| 10Y | +28.9% | +286.7% | -257.9% | +26.2% |
| All | +96.3% | +1,390.9% | -1,294.6% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling