+96.3%
VTR vs WAB
+296.8%
-200.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +1.1% | -4.1% | +5.2% | +2.8% |
| 3M | +7.9% | +8.2% | -0.3% | +3.4% |
| 6M | +6.2% | +15.4% | -9.2% | -1.7% |
| YTD | +17.7% | +33.1% | -15.4% | +2.1% |
| 1Y | +32.9% | +48.1% | -15.2% | +9.3% |
| 3Y | +129.7% | +167.7% | -38.0% | +37.2% |
| 5Y | +89.3% | +225.7% | -136.4% | +0.9% |
| All | +96.3% | +296.8% | -200.5% | -19.1% |
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