+96.5%
WABC vs VT
+345.0%
-248.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +1.1% |
| 7D | -1.9% | -4.2% | +2.3% | +1.8% |
| 30D | +2.6% | -5.8% | +8.4% | +8.0% |
| 3M | +0.2% | -5.2% | +5.5% | +4.8% |
| 6M | +10.9% | +0.1% | +10.8% | +9.8% |
| YTD | +29.3% | +8.2% | +21.0% | +18.9% |
| 1Y | +29.9% | +10.1% | +19.8% | +17.6% |
| 3Y | +34.8% | +69.7% | -34.9% | -17.5% |
| 5Y | +24.4% | +53.4% | -29.0% | -18.1% |
| 10Y | +66.5% | +219.2% | -152.8% | -45.1% |
| All | +96.5% | +345.0% | -248.5% | -45.5% |
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