+897.3%
VST vs WAB
+259.9%
+637.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.6% | -0.6% | -3.7% |
| 7D | -19.9% | -2.5% | -17.4% | -19.1% |
| 30D | -29.7% | -4.4% | -25.3% | -28.3% |
| 3M | -19.6% | -5.9% | -13.6% | -17.4% |
| 6M | -29.4% | +5.9% | -35.3% | -31.2% |
| YTD | -29.7% | +30.9% | -60.6% | -37.7% |
| 1Y | -40.0% | +35.8% | -75.8% | -47.7% |
| 3Y | +231.0% | +154.0% | +77.0% | +137.0% |
| 5Y | +500.1% | +203.9% | +296.2% | +300.5% |
| 10Y | +1,004.2% | +286.7% | +717.5% | +487.7% |
| All | +897.3% | +259.9% | +637.4% | +446.4% |
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