+1,121.2%
VST vs WAB
+282.0%
+839.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.8% |
| 7D | -6.0% | +4.0% | -10.0% | -7.6% |
| 30D | -18.8% | +6.3% | -25.1% | -20.8% |
| 3M | -8.0% | +3.3% | -11.3% | -9.3% |
| 6M | -10.9% | +14.5% | -25.4% | -16.1% |
| YTD | -18.3% | +42.7% | -61.0% | -30.2% |
| 1Y | -29.9% | +45.2% | -75.1% | -40.6% |
| 3Y | +290.3% | +173.8% | +116.5% | +170.3% |
| 5Y | +635.3% | +223.8% | +411.5% | +376.3% |
| All | +1,121.2% | +282.0% | +839.1% | +547.5% |
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