+9.2%
WBD vs VTEB
+25.1%
-15.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.4% |
| 7D | -0.6% | -1.2% | +0.6% | +0.1% |
| 30D | +4.2% | -2.9% | +7.0% | +5.9% |
| 3M | +7.5% | -3.2% | +10.7% | +9.5% |
| 6M | +1.6% | -2.6% | +4.2% | +3.1% |
| YTD | -2.2% | -1.8% | -0.3% | -1.1% |
| 1Y | +124.9% | +0.2% | +124.7% | +124.8% |
| 3Y | +149.1% | +8.2% | +140.9% | +139.8% |
| 5Y | +7.8% | +0.8% | +7.0% | +3.9% |
| 10Y | +14.9% | +17.7% | -2.8% | +35.9% |
| All | +9.2% | +25.1% | -15.8% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling