+161.1%
VEA vs WAB
+296.8%
-135.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -0.8% | -4.1% | +3.2% | +0.5% |
| 3M | +2.5% | +8.2% | -5.7% | -0.4% |
| 6M | +11.1% | +15.4% | -4.3% | +5.7% |
| YTD | +17.2% | +33.1% | -16.0% | +6.4% |
| 1Y | +24.5% | +48.1% | -23.6% | +9.1% |
| 3Y | +75.4% | +167.7% | -92.3% | +26.0% |
| 5Y | +61.1% | +225.7% | -164.6% | +7.9% |
| All | +161.1% | +296.8% | -135.7% | +48.4% |
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 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