+219.0%
WAB vs VCLT
-16.7%
+235.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +5.1% | -2.3% | +7.3% | +6.1% |
| 30D | +4.0% | +0.8% | +3.2% | +3.6% |
| 3M | +0.1% | -2.7% | +2.8% | +1.2% |
| 6M | +12.8% | -4.3% | +17.1% | +14.9% |
| YTD | +40.1% | -4.3% | +44.4% | +42.7% |
| 1Y | +46.4% | -4.4% | +50.7% | +49.2% |
| 3Y | +167.4% | +13.8% | +153.6% | +154.1% |
| All | +219.0% | -16.7% | +235.7% | +209.7% |
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