+377.4%
VT vs WAB
+1,103.2%
-725.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +0.4% | -3.2% | +3.7% | +1.8% |
| 30D | +1.0% | -4.4% | +5.4% | +2.8% |
| 3M | +2.4% | +7.9% | -5.5% | -1.3% |
| 6M | +12.0% | +8.7% | +3.3% | +7.3% |
| YTD | +15.3% | +33.0% | -17.6% | +1.7% |
| 1Y | +22.6% | +46.7% | -24.1% | +3.6% |
| 3Y | +74.7% | +153.0% | -78.3% | +16.3% |
| 5Y | +66.1% | +222.3% | -156.1% | -1.2% |
| 10Y | +225.0% | +291.0% | -66.0% | +58.4% |
| All | +377.4% | +1,103.2% | -725.8% | +20.4% |
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