+276.9%
WAB vs VO
+202.1%
+74.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -1.2% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +6.4% | +2.0% | +4.4% | +4.2% |
| 3M | +2.2% | -0.3% | +2.5% | +2.6% |
| 6M | +13.7% | +7.3% | +6.4% | +5.4% |
| YTD | +43.0% | +15.0% | +28.0% | +23.1% |
| 1Y | +47.0% | +14.7% | +32.3% | +27.0% |
| 3Y | +174.4% | +67.3% | +107.1% | +58.0% |
| 5Y | +222.2% | +38.8% | +183.4% | +127.1% |
| 10Y | +276.9% | +201.6% | +75.3% | +19.0% |
| All | +276.9% | +202.1% | +74.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling