+61.8%
VNQ vs WAB
+296.8%
-235.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -2.6% | -4.1% | +1.5% | -1.3% |
| 3M | -2.0% | +8.2% | -10.2% | -5.1% |
| 6M | +4.3% | +15.4% | -11.1% | -1.4% |
| YTD | +9.2% | +33.1% | -23.9% | -1.8% |
| 1Y | +5.6% | +48.1% | -42.5% | -8.6% |
| 3Y | +30.8% | +167.7% | -136.9% | -9.1% |
| 5Y | +8.0% | +225.7% | -217.7% | -30.4% |
| All | +61.8% | +296.8% | -235.0% | -14.8% |
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 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