+292.2%
WAB vs VTEB
+17.9%
+274.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.9% |
| 30D | -4.1% | -2.5% | -1.6% | -2.1% |
| 3M | +8.2% | -3.0% | +11.1% | +10.8% |
| 6M | +15.4% | -2.1% | +17.5% | +17.4% |
| YTD | +33.1% | -1.5% | +34.6% | +34.8% |
| 1Y | +48.1% | +0.2% | +47.9% | +48.0% |
| 3Y | +167.7% | +8.6% | +159.2% | +150.3% |
| 5Y | +225.7% | +1.2% | +224.5% | +221.7% |
| All | +292.2% | +17.9% | +274.4% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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