+1,187.3%
VUG vs WAB
+3,897.3%
-2,710.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +2.5% | +5.1% | -2.6% | +0.7% |
| 30D | -6.3% | +4.0% | -10.3% | -7.6% |
| 3M | -6.0% | +0.1% | -6.1% | -6.2% |
| 6M | -3.5% | +12.8% | -16.3% | -8.1% |
| YTD | +3.9% | +40.1% | -36.2% | -8.6% |
| 1Y | +5.1% | +46.4% | -41.3% | -9.0% |
| 3Y | +77.9% | +167.4% | -89.5% | +24.2% |
| 5Y | +62.4% | +215.0% | -152.6% | +6.6% |
| 10Y | +399.4% | +269.2% | +130.2% | +184.5% |
| All | +1,187.3% | +3,897.3% | -2,710.0% | +244.0% |
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