+800.0%
VGT vs WAB
+296.8%
+503.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.4% | -4.1% | +3.6% | +1.1% |
| 3M | +4.4% | +8.2% | -3.7% | +0.8% |
| 6M | +32.1% | +15.4% | +16.7% | +24.0% |
| YTD | +28.8% | +33.1% | -4.4% | +14.1% |
| 1Y | +35.3% | +48.1% | -12.7% | +14.9% |
| 3Y | +124.8% | +167.7% | -43.0% | +53.2% |
| 5Y | +137.9% | +225.7% | -87.8% | +51.0% |
| All | +800.0% | +296.8% | +503.1% | +385.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling