+387.0%
VNQ vs WAB
+3,195.6%
-2,808.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -2.2% | -4.6% | +2.3% | -0.2% |
| 3M | -1.9% | +5.6% | -7.6% | -5.2% |
| 6M | +3.2% | +13.8% | -10.6% | -4.1% |
| YTD | +9.4% | +31.9% | -22.5% | -5.3% |
| 1Y | +7.5% | +48.3% | -40.7% | -12.3% |
| 3Y | +31.1% | +167.1% | -136.1% | -21.1% |
| 5Y | +6.6% | +222.9% | -216.3% | -42.5% |
| 10Y | +63.9% | +289.9% | -226.0% | -30.6% |
| All | +387.0% | +3,195.6% | -2,808.7% | -26.4% |
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