+98.0%
VCIT vs WAB
+1,414.3%
-1,316.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.3% | -3.2% | +2.9% | -0.3% |
| 30D | -0.8% | -4.4% | +3.7% | -0.7% |
| 3M | -1.0% | +7.9% | -8.9% | -1.1% |
| 6M | -1.8% | +8.7% | -10.5% | -2.0% |
| YTD | -0.7% | +33.0% | -33.7% | -1.1% |
| 1Y | +1.0% | +46.7% | -45.7% | +0.4% |
| 3Y | +18.8% | +153.0% | -134.1% | +17.4% |
| 5Y | +3.5% | +222.3% | -218.8% | +1.9% |
| 10Y | +29.2% | +291.0% | -261.8% | +26.5% |
| All | +98.0% | +1,414.3% | -1,316.4% | +103.4% |
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