+5.2%
VUG vs WAB
+46.5%
-41.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.3% |
| 7D | -3.0% | +4.5% | -7.5% | -4.0% |
| 30D | -6.4% | +1.1% | -7.5% | -6.7% |
| 3M | -3.2% | -1.3% | -1.9% | -3.1% |
| 6M | +3.1% | +12.7% | -9.6% | -0.2% |
| YTD | +6.3% | +38.7% | -32.4% | -5.9% |
| 1Y | +5.2% | +44.9% | -39.8% | -9.3% |
| All | +5.2% | +46.5% | -41.4% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling