+632.2%
VRT vs WAB
+223.7%
+408.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -5.3% |
| 7D | -17.7% | +4.0% | -21.7% | -21.1% |
| 30D | -20.0% | +6.3% | -26.3% | -25.1% |
| 3M | -28.1% | +3.3% | -31.4% | -30.2% |
| 6M | -42.8% | +14.5% | -57.3% | -51.3% |
| YTD | +20.0% | +42.7% | -22.7% | -21.2% |
| 1Y | +3.5% | +45.2% | -41.7% | -33.3% |
| 3Y | +366.1% | +173.8% | +192.3% | +58.2% |
| 5Y | +632.2% | +223.8% | +408.4% | +102.1% |
| All | +632.2% | +223.7% | +408.5% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling