-48.8%
WAVE vs VOO
+91.3%
-140.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | -5.6% | -0.8% | -4.8% | -5.2% |
| 30D | -23.2% | -1.1% | -22.1% | -22.8% |
| 3M | -28.2% | +3.9% | -32.1% | -29.5% |
| 6M | -8.7% | +13.6% | -22.3% | -14.1% |
| YTD | -4.8% | +12.7% | -17.5% | -10.2% |
| 1Y | -41.9% | +17.6% | -59.5% | -46.3% |
| 3Y | +137.6% | +77.3% | +60.3% | +89.0% |
| 5Y | -28.7% | +84.1% | -112.8% | -42.4% |
| All | -48.8% | +91.3% | -140.0% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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