+221.8%
VT vs WAB
+266.7%
-44.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | +2.4% | +5.1% | -2.7% | +0.6% |
| 30D | -1.5% | +4.0% | -5.5% | -2.9% |
| 3M | -4.1% | +0.1% | -4.2% | -4.3% |
| 6M | +0.6% | +12.8% | -12.2% | -4.1% |
| YTD | +11.0% | +40.1% | -29.0% | -2.1% |
| 1Y | +13.3% | +46.4% | -33.0% | -1.6% |
| 3Y | +73.4% | +167.4% | -94.0% | +21.3% |
| 5Y | +57.4% | +215.0% | -157.6% | +3.0% |
| All | +221.8% | +266.7% | -44.8% | +78.0% |
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