+224.6%
VT vs WAB
+282.9%
-58.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.7% | +3.1% | -3.8% | -1.8% |
| 30D | -1.7% | +6.4% | -8.2% | -3.9% |
| 3M | -2.3% | +2.2% | -4.5% | -3.2% |
| 6M | +1.5% | +13.7% | -12.2% | -3.5% |
| YTD | +12.0% | +43.0% | -31.0% | -1.9% |
| 1Y | +12.9% | +47.0% | -34.1% | -2.1% |
| 3Y | +74.9% | +174.4% | -99.4% | +21.3% |
| 5Y | +59.9% | +222.2% | -162.3% | +3.9% |
| 10Y | +224.6% | +276.9% | -52.3% | +78.1% |
| All | +224.6% | +282.9% | -58.3% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling