-51.4%
VG vs WAB
+36.9%
-88.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.6% |
| 7D | -22.0% | +1.4% | -23.5% | -22.6% |
| 30D | -11.6% | +0.4% | -12.1% | -12.0% |
| 3M | -14.9% | -3.8% | -11.0% | -13.9% |
| 6M | -3.5% | +5.1% | -8.6% | -7.6% |
| YTD | +70.0% | +33.3% | +36.7% | +25.5% |
| 1Y | +50.0% | +39.8% | +10.2% | +5.0% |
| All | -51.4% | +36.9% | -88.2% | -68.7% |
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 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