+179.5%
VSH vs WAB
+282.7%
-103.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.6% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -4.4% | -4.6% | +0.2% | -1.4% |
| 3M | -45.8% | +5.6% | -51.5% | -47.7% |
| 6M | +90.1% | +13.8% | +76.3% | +74.8% |
| YTD | +120.3% | +31.9% | +88.5% | +84.6% |
| 1Y | +112.2% | +48.3% | +64.0% | +65.7% |
| 3Y | +36.6% | +167.1% | -130.6% | -23.8% |
| 5Y | +67.0% | +222.9% | -155.9% | -16.9% |
| 10Y | +179.5% | +289.9% | -110.4% | +10.2% |
| All | +179.5% | +282.7% | -103.2% | +10.2% |
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