+1,546.4%
WAB vs VIG
+623.5%
+922.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.3% |
| 7D | -3.2% | -0.4% | -2.8% | -2.6% |
| 30D | -4.4% | -1.0% | -3.5% | -3.2% |
| 3M | +7.9% | +2.8% | +5.1% | +4.1% |
| 6M | +8.7% | +8.2% | +0.5% | -1.7% |
| YTD | +33.0% | +11.0% | +22.0% | +16.2% |
| 1Y | +46.7% | +16.1% | +30.5% | +20.8% |
| 3Y | +153.0% | +56.2% | +96.8% | +41.4% |
| 5Y | +222.3% | +63.0% | +159.3% | +70.7% |
| 10Y | +291.0% | +241.4% | +49.6% | -25.1% |
| All | +1,546.4% | +623.5% | +922.8% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling