+222.3%
WAB vs VTEB
+1.2%
+221.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.8% |
| 30D | -4.1% | -2.5% | -1.6% | -2.4% |
| 3M | +8.2% | -3.0% | +11.1% | +10.4% |
| 6M | +15.4% | -2.1% | +17.5% | +17.1% |
| YTD | +33.1% | -1.5% | +34.6% | +34.6% |
| 1Y | +48.1% | +0.2% | +47.9% | +48.2% |
| 3Y | +167.7% | +8.6% | +159.2% | +152.6% |
| All | +222.3% | +1.2% | +221.1% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling