+48.5%
WAB vs VCLT
-3.8%
+52.4%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.8% |
| 7D | -0.2% | -1.3% | +1.1% | +0.8% |
| 30D | -5.9% | -1.1% | -4.7% | -5.1% |
| 3M | +9.4% | -3.7% | +13.1% | +12.7% |
| 6M | +13.8% | -4.0% | +17.9% | +17.1% |
| YTD | +31.8% | -3.4% | +35.1% | +35.7% |
| 1Y | +48.5% | -4.1% | +52.7% | +52.9% |
| All | +48.5% | -3.8% | +52.4% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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