+291.2%
VST vs WAB
+173.8%
+117.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -3.7% |
| 7D | -6.0% | +4.0% | -10.0% | -9.5% |
| 30D | -18.8% | +6.3% | -25.1% | -23.2% |
| 3M | -8.0% | +3.3% | -11.3% | -11.0% |
| 6M | -10.9% | +14.5% | -25.4% | -22.7% |
| YTD | -18.3% | +42.7% | -61.0% | -45.0% |
| 1Y | -29.9% | +45.2% | -75.1% | -53.9% |
| All | +291.2% | +173.8% | +117.4% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling