+1,474.1%
VTR vs WAB
+4,238.1%
-2,764.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -2.4% | +1.7% | -4.1% | -3.0% |
| 30D | -3.7% | -2.4% | -1.3% | -3.0% |
| 3M | +13.5% | +9.7% | +3.9% | +9.1% |
| 6M | +7.2% | +16.5% | -9.3% | +0.3% |
| YTD | +17.6% | +33.7% | -16.2% | +4.6% |
| 1Y | +35.4% | +49.7% | -14.3% | +15.2% |
| 3Y | +132.8% | +170.9% | -38.1% | +55.9% |
| 5Y | +88.7% | +228.0% | -139.4% | +16.7% |
| 10Y | +87.6% | +284.8% | -197.2% | +3.9% |
| All | +1,474.1% | +4,238.1% | -2,764.1% | +390.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling