+289.9%
WAB vs VO
+193.0%
+96.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.5% |
| 7D | +0.2% | -0.6% | +0.8% | +0.9% |
| 30D | -4.6% | -1.9% | -2.6% | -2.5% |
| 3M | +5.6% | +3.3% | +2.4% | +2.1% |
| 6M | +13.8% | +9.7% | +4.1% | +3.1% |
| YTD | +31.9% | +12.6% | +19.2% | +16.0% |
| 1Y | +48.3% | +13.6% | +34.6% | +29.4% |
| 3Y | +167.1% | +56.8% | +110.3% | +64.7% |
| 5Y | +222.9% | +42.3% | +180.6% | +120.8% |
| 10Y | +289.9% | +199.2% | +90.7% | +16.4% |
| All | +289.9% | +193.0% | +96.9% | +16.4% |
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