-50.2%
VG vs WAB
+43.9%
-94.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +0.5% |
| 7D | -8.3% | +4.0% | -12.3% | -9.6% |
| 30D | -10.3% | +4.5% | -14.8% | -11.9% |
| 3M | -10.8% | +2.3% | -13.1% | -11.8% |
| 6M | +3.5% | +12.5% | -9.0% | -3.8% |
| YTD | +74.0% | +40.2% | +33.8% | +26.1% |
| 1Y | +48.9% | +45.2% | +3.7% | +3.7% |
| All | -50.2% | +43.9% | -94.1% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling