+1,216.9%
VST vs WAB
+265.6%
+951.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | +8.9% | -3.2% | +12.1% | +10.4% |
| 30D | +6.2% | -4.4% | +10.6% | +8.3% |
| 3M | -2.7% | +7.9% | -10.6% | -6.1% |
| 6M | -8.4% | +8.7% | -17.1% | -12.0% |
| YTD | -7.2% | +33.0% | -40.2% | -18.3% |
| 1Y | -20.9% | +46.7% | -67.5% | -33.3% |
| 3Y | +384.0% | +153.0% | +231.0% | +245.8% |
| 5Y | +757.1% | +222.3% | +534.8% | +460.4% |
| All | +1,216.9% | +265.6% | +951.2% | +616.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling