-28.5%
VST vs WAB
+45.2%
-73.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.1% | +2.2% | +4.1% |
| 7D | -0.5% | +4.0% | -4.5% | -2.8% |
| 30D | -17.1% | +4.5% | -21.5% | -19.0% |
| 3M | -4.6% | +2.3% | -6.9% | -6.0% |
| 6M | -9.1% | +12.5% | -21.5% | -15.3% |
| YTD | -16.6% | +40.2% | -56.8% | -31.6% |
| All | -28.5% | +45.2% | -73.7% | -41.5% |
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 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