-34.9%
VST vs WAB
+46.5%
-81.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.1% | -14.9% | -14.4% |
| 7D | -15.7% | +4.5% | -20.2% | -17.9% |
| 30D | -17.0% | +1.1% | -18.0% | -17.5% |
| 3M | -15.9% | -1.3% | -14.6% | -15.4% |
| 6M | -25.0% | +12.7% | -37.7% | -30.1% |
| YTD | -25.1% | +38.7% | -63.8% | -38.6% |
| 1Y | -34.9% | +44.9% | -79.8% | -47.4% |
| All | -34.9% | +46.5% | -81.4% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling