+2,263.1%
VGT vs WAB
+3,716.1%
-1,453.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | +1.8% | +1.7% | +0.2% | +1.2% |
| 30D | -0.3% | -2.4% | +2.1% | +0.5% |
| 3M | +3.4% | +9.7% | -6.3% | -0.6% |
| 6M | +35.0% | +16.5% | +18.5% | +26.6% |
| YTD | +28.8% | +33.7% | -5.0% | +14.5% |
| 1Y | +38.0% | +49.7% | -11.7% | +17.5% |
| 3Y | +125.8% | +170.9% | -45.1% | +54.2% |
| 5Y | +134.7% | +228.0% | -93.3% | +49.2% |
| 10Y | +792.6% | +284.8% | +507.8% | +388.6% |
| All | +2,263.1% | +3,716.1% | -1,453.0% | +504.9% |
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