+93.7%
WABC vs VT
+374.2%
-280.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.3% | +0.4% | +1.8% | +1.9% |
| 30D | -1.2% | +1.0% | -2.2% | -2.1% |
| 3M | +6.3% | +2.4% | +3.9% | +3.6% |
| 6M | +17.6% | +12.0% | +5.6% | +5.4% |
| YTD | +27.4% | +15.3% | +12.1% | +11.1% |
| 1Y | +22.8% | +22.6% | +0.2% | +1.2% |
| 3Y | +46.5% | +74.7% | -28.2% | -12.3% |
| 5Y | +25.2% | +66.1% | -40.9% | -23.0% |
| 10Y | +58.8% | +225.0% | -166.2% | -48.2% |
| All | +93.7% | +374.2% | -280.5% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling