+645.9%
VST vs WAB
+216.9%
+429.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.6% |
| 7D | +19.2% | +7.9% | +11.2% | +13.1% |
| 30D | -17.2% | +4.9% | -22.0% | -19.8% |
| 3M | -8.1% | +1.8% | -9.9% | -9.3% |
| 6M | -8.1% | +12.0% | -20.1% | -15.6% |
| YTD | -16.3% | +41.3% | -57.5% | -35.4% |
| 1Y | -24.1% | +43.8% | -67.9% | -42.4% |
| 3Y | +300.2% | +171.1% | +129.1% | +125.3% |
| 5Y | +645.9% | +217.7% | +428.2% | +280.6% |
| All | +645.9% | +216.9% | +429.0% | +280.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling