+222.9%
WAB vs VIG
+62.2%
+160.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.7% |
| 7D | +0.2% | -1.2% | +1.4% | +1.7% |
| 30D | -4.6% | -2.8% | -1.7% | -1.0% |
| 3M | +5.6% | +2.5% | +3.2% | +2.5% |
| 6M | +13.8% | +8.1% | +5.7% | +3.4% |
| YTD | +31.9% | +9.6% | +22.3% | +17.9% |
| 1Y | +48.3% | +14.2% | +34.1% | +26.2% |
| 3Y | +167.1% | +56.1% | +111.0% | +56.4% |
| 5Y | +222.9% | +62.8% | +160.0% | +81.4% |
| All | +222.9% | +62.2% | +160.6% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling