+174.2%
WAB vs VLTO
+54.8%
+119.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | +1.4% | +5.4% | -4.0% | -0.1% |
| 30D | +0.4% | +22.3% | -21.9% | -5.8% |
| 3M | -3.8% | +19.6% | -23.5% | -9.2% |
| 6M | +5.1% | +35.2% | -30.1% | -5.2% |
| YTD | +33.3% | +17.9% | +15.5% | +26.2% |
| 1Y | +39.8% | +19.5% | +20.3% | +31.5% |
| 3Y | +161.1% | +73.9% | +87.1% | +119.9% |
| All | +174.2% | +54.8% | +119.3% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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