+42.4%
WABC vs VT
+224.4%
-181.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.3% |
| 7D | -2.7% | -0.7% | -2.0% | -2.3% |
| 30D | +1.8% | -1.7% | +3.5% | +3.1% |
| 3M | +2.1% | -2.3% | +4.4% | +3.7% |
| 6M | +11.8% | +1.5% | +10.2% | +9.5% |
| YTD | +28.9% | +12.0% | +16.8% | +15.8% |
| 1Y | +27.4% | +12.9% | +14.6% | +13.7% |
| 3Y | +41.3% | +74.9% | -33.6% | -13.0% |
| 5Y | +22.3% | +59.9% | -37.6% | -19.3% |
| 10Y | +42.4% | +224.6% | -182.2% | -57.1% |
| All | +42.4% | +224.4% | -181.9% | -57.1% |
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