+289.4%
WAB vs VT
+224.5%
+64.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | +0.4% | -3.7% | -3.7% |
| 30D | -4.4% | +1.0% | -5.4% | -5.5% |
| 3M | +7.9% | +2.4% | +5.5% | +4.8% |
| 6M | +8.7% | +12.0% | -3.3% | -4.7% |
| YTD | +33.0% | +15.3% | +17.6% | +12.6% |
| 1Y | +46.7% | +22.6% | +24.1% | +15.9% |
| 3Y | +153.0% | +74.7% | +78.3% | +33.8% |
| 5Y | +222.3% | +66.1% | +156.1% | +81.1% |
| All | +289.4% | +224.5% | +64.9% | +8.0% |
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