+296.7%
VST vs WAB
+168.8%
+127.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.3% |
| 7D | +6.6% | +5.1% | +1.5% | +1.7% |
| 30D | -12.4% | +4.0% | -16.4% | -15.5% |
| 3M | -9.0% | +0.1% | -9.1% | -9.3% |
| 6M | -6.4% | +12.8% | -19.2% | -17.7% |
| YTD | -17.2% | +40.1% | -57.3% | -43.3% |
| 1Y | -22.0% | +46.4% | -68.4% | -49.4% |
| 3Y | +296.7% | +167.4% | +129.3% | +57.6% |
| All | +296.7% | +168.8% | +127.8% | +57.6% |
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