+1,112.0%
VST vs WAB
+287.6%
+824.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.8% | +8.7% | +9.7% |
| 7D | -9.8% | +1.4% | -11.2% | -10.4% |
| 30D | -25.1% | +0.4% | -25.6% | -25.1% |
| 3M | -11.6% | -3.8% | -7.7% | -10.0% |
| 6M | -20.9% | +5.1% | -26.0% | -22.6% |
| YTD | -22.3% | +33.3% | -55.6% | -31.6% |
| 1Y | -32.0% | +39.8% | -71.8% | -41.4% |
| 3Y | +262.4% | +161.1% | +101.3% | +157.1% |
| 5Y | +563.4% | +209.5% | +353.9% | +340.0% |
| All | +1,112.0% | +287.6% | +824.4% | +573.4% |
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 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