+308.6%
WBD vs VIG
+614.0%
-305.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | -1.7% | -1.2% | -0.5% | -0.4% |
| 30D | +3.9% | -2.8% | +6.7% | +7.3% |
| 3M | +5.1% | +2.5% | +2.6% | +2.0% |
| 6M | +0.6% | +8.1% | -7.5% | -8.4% |
| YTD | -3.2% | +9.6% | -12.7% | -13.3% |
| 1Y | +127.7% | +14.2% | +113.5% | +94.4% |
| 3Y | +146.6% | +56.1% | +90.4% | +52.7% |
| 5Y | +4.2% | +62.8% | -58.7% | -36.9% |
| 10Y | +13.7% | +248.2% | -234.5% | -71.3% |
| All | +308.6% | +614.0% | -305.4% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling