+222.3%
WAB vs ITOT
+74.3%
+148.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.2% |
| 7D | +0.1% | -0.9% | +1.0% | +1.0% |
| 30D | -4.1% | -1.5% | -2.6% | -2.7% |
| 3M | +8.2% | +3.6% | +4.6% | +4.3% |
| 6M | +15.4% | +13.7% | +1.7% | +1.3% |
| YTD | +33.1% | +12.9% | +20.2% | +17.6% |
| 1Y | +48.1% | +17.2% | +30.9% | +26.1% |
| 3Y | +167.7% | +75.6% | +92.1% | +53.9% |
| All | +222.3% | +74.3% | +148.0% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling