+219.8%
VT vs WAB
+305.5%
-85.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +0.8% |
| 7D | +0.4% | +4.0% | -3.6% | -1.0% |
| 30D | -2.6% | +4.5% | -7.1% | -4.1% |
| 3M | -3.2% | +2.3% | -5.5% | -4.2% |
| 6M | +0.9% | +12.5% | -11.5% | -3.7% |
| YTD | +11.3% | +40.2% | -28.9% | -1.8% |
| 1Y | +14.0% | +45.2% | -31.2% | -0.7% |
| 3Y | +75.8% | +171.8% | -96.0% | +22.4% |
| 5Y | +57.8% | +217.6% | -159.8% | +3.2% |
| 10Y | +219.8% | +285.3% | -65.5% | +76.6% |
| All | +219.8% | +305.5% | -85.7% | +76.6% |
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 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