+404.6%
VIAV vs WAB
+296.8%
+107.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.6% | +3.1% |
| 7D | +11.2% | +0.1% | +11.0% | +11.1% |
| 30D | -10.1% | -4.1% | -6.0% | -8.2% |
| 3M | -22.9% | +8.2% | -31.0% | -25.7% |
| 6M | +28.8% | +15.4% | +13.4% | +21.3% |
| YTD | +117.5% | +33.1% | +84.3% | +92.9% |
| 1Y | +216.1% | +48.1% | +168.0% | +168.1% |
| 3Y | +292.2% | +167.7% | +124.5% | +158.1% |
| 5Y | +141.0% | +225.7% | -84.7% | +44.8% |
| All | +404.6% | +296.8% | +107.7% | +144.3% |
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