+1,181.0%
VUG vs WAB
+3,971.5%
-2,790.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.4% |
| 7D | -1.2% | +4.0% | -5.2% | -2.5% |
| 30D | -8.9% | +6.3% | -15.2% | -10.8% |
| 3M | -5.9% | +3.3% | -9.2% | -7.1% |
| 6M | -3.3% | +14.5% | -17.7% | -8.4% |
| YTD | +3.4% | +42.7% | -39.3% | -9.6% |
| 1Y | +1.9% | +45.2% | -43.3% | -11.6% |
| 3Y | +76.9% | +173.8% | -96.8% | +22.5% |
| 5Y | +63.9% | +223.8% | -159.9% | +6.5% |
| 10Y | +396.2% | +280.5% | +115.7% | +179.8% |
| All | +1,181.0% | +3,971.5% | -2,790.5% | +240.2% |
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