+261.5%
WAB vs VIG
+262.6%
-1.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +5.1% | +3.5% | +1.6% | +0.9% |
| 30D | +4.0% | +4.9% | -0.9% | -1.8% |
| 3M | +0.1% | +2.5% | -2.4% | -2.8% |
| 6M | +12.8% | +11.0% | +1.8% | -0.4% |
| YTD | +40.1% | +16.0% | +24.1% | +17.7% |
| 1Y | +46.4% | +17.5% | +28.8% | +21.1% |
| 3Y | +167.4% | +67.0% | +100.4% | +47.1% |
| 5Y | +215.0% | +64.8% | +150.3% | +77.3% |
| All | +261.5% | +262.6% | -1.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling