+3,494.0%
WAB vs ITOT
+885.8%
+2,608.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | +0.2% | -0.4% | +0.6% | +0.7% |
| 30D | -4.6% | -1.6% | -3.0% | -2.7% |
| 3M | +5.6% | +3.5% | +2.1% | +1.1% |
| 6M | +13.8% | +13.1% | +0.7% | -2.1% |
| YTD | +31.9% | +12.7% | +19.1% | +13.8% |
| 1Y | +48.3% | +18.3% | +30.0% | +20.8% |
| 3Y | +167.1% | +76.4% | +90.8% | +33.4% |
| 5Y | +222.9% | +73.8% | +149.1% | +62.5% |
| 10Y | +289.9% | +301.2% | -11.3% | -32.4% |
| All | +3,494.0% | +885.8% | +2,608.1% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling