+718.4%
VTV vs WAB
+3,716.1%
-2,997.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +0.3% | +1.7% | -1.4% | -0.3% |
| 30D | +0.1% | -2.4% | +2.6% | +1.0% |
| 3M | +6.2% | +9.7% | -3.5% | +2.2% |
| 6M | +13.5% | +16.5% | -3.0% | +6.5% |
| YTD | +18.9% | +33.7% | -14.9% | +6.0% |
| 1Y | +25.8% | +49.7% | -23.9% | +7.4% |
| 3Y | +68.7% | +170.9% | -102.2% | +14.5% |
| 5Y | +80.3% | +228.0% | -147.7% | +12.5% |
| 10Y | +226.3% | +284.8% | -58.5% | +76.2% |
| All | +718.4% | +3,716.1% | -2,997.7% | +104.0% |
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