-51.4%
VG vs WAB
+34.4%
-85.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -2.0% |
| 7D | -22.0% | -2.5% | -19.5% | -21.4% |
| 30D | -14.7% | -4.4% | -10.4% | -13.5% |
| 3M | -7.1% | -5.9% | -1.2% | -5.3% |
| 6M | -11.2% | +5.9% | -17.1% | -15.9% |
| YTD | +69.8% | +30.9% | +38.9% | +26.2% |
| 1Y | +49.9% | +35.8% | +14.1% | +6.8% |
| All | -51.4% | +34.4% | -85.8% | -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