+2,723.0%
VRT vs WAB
+170.1%
+2,552.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.6% | +3.9% |
| 7D | +9.1% | -3.2% | +12.3% | +11.5% |
| 30D | +0.9% | -4.4% | +5.4% | +4.1% |
| 3M | -13.4% | +7.9% | -21.2% | -17.4% |
| 6M | +11.7% | +8.7% | +3.0% | +6.5% |
| YTD | +73.2% | +33.0% | +40.3% | +45.8% |
| 1Y | +123.4% | +46.7% | +76.8% | +77.4% |
| 3Y | +606.2% | +153.0% | +453.2% | +341.4% |
| 5Y | +899.9% | +222.3% | +677.6% | +467.7% |
| All | +2,723.0% | +170.1% | +2,552.9% | +1,170.8% |
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 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