-39.3%
VG vs WAB
+36.5%
-75.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +1.7% | -3.2% | +4.9% | +2.9% |
| 30D | +16.0% | -4.4% | +20.5% | +17.9% |
| 3M | +9.7% | +7.9% | +1.9% | +4.0% |
| 6M | +29.6% | +8.7% | +20.9% | +19.6% |
| YTD | +112.0% | +33.0% | +79.0% | +57.1% |
| 1Y | +12.8% | +46.7% | -33.8% | -24.8% |
| All | -39.3% | +36.5% | -75.8% | -60.8% |
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