+1,481.1%
VTR vs WAB
+4,213.9%
-2,732.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -1.7% | -3.2% | +1.5% | -0.6% |
| 30D | -2.4% | -4.4% | +2.0% | -1.0% |
| 3M | +14.8% | +7.9% | +6.9% | +10.9% |
| 6M | +5.3% | +8.7% | -3.4% | +1.1% |
| YTD | +18.1% | +33.0% | -14.9% | +5.3% |
| 1Y | +36.7% | +46.7% | -9.9% | +17.2% |
| 3Y | +130.1% | +153.0% | -22.9% | +58.0% |
| 5Y | +89.5% | +222.3% | -132.8% | +18.0% |
| 10Y | +87.4% | +291.0% | -203.6% | +3.3% |
| All | +1,481.1% | +4,213.9% | -2,732.8% | +393.6% |
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 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