+158.3%
VEA vs WAB
+1,507.4%
-1,349.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.4% |
| 7D | +2.3% | +5.1% | -2.8% | +0.2% |
| 30D | +0.2% | +4.0% | -3.8% | -1.5% |
| 3M | -5.3% | +0.1% | -5.4% | -5.6% |
| 6M | -0.9% | +12.8% | -13.7% | -6.3% |
| YTD | +12.2% | +40.1% | -27.9% | -2.9% |
| 1Y | +16.1% | +46.4% | -30.3% | -1.4% |
| 3Y | +73.0% | +167.4% | -94.4% | +12.9% |
| 5Y | +53.7% | +215.0% | -161.3% | -7.6% |
| 10Y | +159.3% | +269.2% | -109.9% | +30.1% |
| All | +158.3% | +1,507.4% | -1,349.1% | -43.2% |
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