+13.1%
VUG vs WAB
+47.7%
-34.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -1.7% | -4.6% | +2.9% | -0.7% |
| 3M | +2.8% | +5.6% | -2.8% | +1.1% |
| 6M | +13.6% | +13.8% | -0.2% | +8.1% |
| YTD | +8.1% | +31.9% | -23.8% | -2.2% |
| 1Y | +13.1% | +48.3% | -35.2% | -1.3% |
| All | +13.1% | +47.7% | -34.6% | -1.3% |
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