+172.5%
VEA vs WAB
+1,434.5%
-1,262.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +1.9% | +1.7% | +0.2% | +1.2% |
| 30D | +0.8% | -2.4% | +3.2% | +1.7% |
| 3M | +5.7% | +9.7% | -4.0% | +1.3% |
| 6M | +13.3% | +16.5% | -3.2% | +5.8% |
| YTD | +18.4% | +33.7% | -15.3% | +4.5% |
| 1Y | +27.0% | +49.7% | -22.7% | +6.8% |
| 3Y | +79.3% | +170.9% | -91.7% | +16.4% |
| 5Y | +62.1% | +228.0% | -165.9% | -4.1% |
| 10Y | +160.3% | +284.8% | -124.5% | +27.5% |
| All | +172.5% | +1,434.5% | -1,262.0% | -38.9% |
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 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