+222.6%
WAB vs VCLT
-16.3%
+238.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -4.6% | +0.1% | -4.7% | -4.6% |
| 3M | +5.6% | -2.9% | +8.5% | +6.9% |
| 6M | +13.8% | -4.0% | +17.8% | +15.7% |
| YTD | +31.9% | -2.2% | +34.1% | +33.2% |
| 1Y | +48.3% | -2.6% | +50.8% | +49.9% |
| 3Y | +167.1% | +12.3% | +154.9% | +155.3% |
| All | +222.6% | -16.3% | +238.9% | +215.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling