+46.4%
VTRS vs WAB
+221.8%
-175.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +3.3% | -4.1% | +7.4% | +5.0% |
| 3M | +2.0% | +8.2% | -6.2% | -2.1% |
| 6M | +19.9% | +15.4% | +4.5% | +11.5% |
| YTD | +35.7% | +33.1% | +2.6% | +18.4% |
| 1Y | +68.1% | +48.1% | +20.0% | +39.4% |
| 3Y | +87.1% | +167.7% | -80.6% | +11.8% |
| All | +46.4% | +221.8% | -175.4% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling