+273.1%
WAB vs VT
+214.8%
+58.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -0.9% |
| 7D | -2.5% | -4.2% | +1.7% | +2.4% |
| 30D | -4.4% | -5.8% | +1.4% | +2.5% |
| 3M | -5.9% | -5.2% | -0.7% | 0.0% |
| 6M | +5.9% | +0.1% | +5.8% | +5.6% |
| YTD | +30.9% | +8.2% | +22.7% | +19.2% |
| 1Y | +35.8% | +10.1% | +25.7% | +21.4% |
| 3Y | +154.0% | +69.7% | +84.3% | +38.8% |
| 5Y | +203.9% | +53.4% | +150.5% | +87.1% |
| All | +273.1% | +214.8% | +58.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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