+169.2%
WAB vs VLTO
+54.1%
+115.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | -2.5% | +12.0% | -14.5% | -5.8% |
| 30D | -4.4% | +20.8% | -25.2% | -9.9% |
| 3M | -5.9% | +20.1% | -26.0% | -11.3% |
| 6M | +5.9% | +32.6% | -26.7% | -3.8% |
| YTD | +30.9% | +17.3% | +13.6% | +24.1% |
| 1Y | +35.8% | +17.3% | +18.5% | +28.6% |
| 3Y | +154.0% | +66.9% | +87.1% | +117.2% |
| All | +169.2% | +54.1% | +115.1% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling