+1,649.1%
WAB vs VIG
+655.7%
+993.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +7.9% | +3.1% | +4.8% | +3.7% |
| 30D | +4.9% | +5.0% | -0.2% | -1.7% |
| 3M | +1.8% | +2.7% | -0.9% | -1.7% |
| 6M | +12.0% | +11.0% | +1.0% | -2.4% |
| YTD | +41.3% | +16.0% | +25.3% | +16.5% |
| 1Y | +43.8% | +16.3% | +27.6% | +18.3% |
| 3Y | +171.1% | +66.8% | +104.2% | +38.7% |
| 5Y | +217.7% | +64.8% | +153.0% | +65.9% |
| 10Y | +272.3% | +263.6% | +8.8% | -34.5% |
| All | +1,649.1% | +655.7% | +993.4% | +8.9% |
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 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