+2,545.5%
VRT vs WAB
+167.8%
+2,377.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -8.7% |
| 7D | +2.4% | +0.2% | +2.2% | +2.4% |
| 30D | -2.7% | -4.6% | +1.9% | +0.6% |
| 3M | -9.2% | +5.6% | -14.8% | -12.0% |
| 6M | -0.5% | +13.8% | -14.3% | -7.8% |
| YTD | +62.3% | +31.9% | +30.5% | +37.5% |
| 1Y | +109.6% | +48.3% | +61.3% | +65.5% |
| 3Y | +573.1% | +167.1% | +405.9% | +311.0% |
| 5Y | +953.6% | +222.9% | +730.8% | +500.2% |
| All | +2,545.5% | +167.8% | +2,377.7% | +1,098.9% |
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 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