+59.4%
VEA vs WAB
+220.1%
-160.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -1.1% | -5.9% | +4.8% | +1.2% |
| 3M | +5.1% | +9.4% | -4.3% | +0.9% |
| 6M | +9.8% | +13.8% | -4.1% | +3.5% |
| YTD | +15.9% | +31.8% | -15.8% | +3.1% |
| 1Y | +24.6% | +48.5% | -24.0% | +5.4% |
| 3Y | +75.5% | +167.0% | -91.4% | +12.7% |
| 5Y | +59.4% | +222.3% | -162.9% | -7.7% |
| All | +59.4% | +220.1% | -160.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling