+157.0%
VSH vs WAB
+4,316.0%
-4,159.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.8% |
| 7D | +14.3% | +5.1% | +9.3% | +12.0% |
| 30D | -7.9% | +4.0% | -11.9% | -8.8% |
| 3M | -19.9% | +0.1% | -20.0% | -19.2% |
| 6M | -30.5% | +12.8% | -43.3% | -33.7% |
| YTD | +85.7% | +40.1% | +45.6% | +60.1% |
| 1Y | +98.9% | +46.4% | +52.6% | +68.3% |
| 3Y | +32.1% | +167.4% | -135.3% | -13.9% |
| 5Y | +39.7% | +215.0% | -175.4% | -15.6% |
| 10Y | +117.6% | +269.2% | -151.6% | +16.3% |
| All | +157.0% | +4,316.0% | -4,159.1% | -45.0% |
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