+11.4%
WBD vs VIG
+250.0%
-238.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.4% |
| 7D | -0.7% | -1.1% | +0.3% | +0.5% |
| 30D | +1.4% | -2.7% | +4.2% | +4.7% |
| 3M | +4.4% | +2.5% | +1.8% | +1.2% |
| 6M | +0.8% | +9.2% | -8.4% | -9.3% |
| YTD | -2.7% | +9.8% | -12.5% | -13.2% |
| 1Y | +73.4% | +12.4% | +61.0% | +50.4% |
| 3Y | +142.1% | +55.9% | +86.2% | +51.2% |
| 5Y | +7.2% | +63.9% | -56.7% | -35.0% |
| All | +11.4% | +250.0% | -238.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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