+354.6%
WCC vs VIG
+655.8%
-301.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +2.1% |
| 7D | +3.3% | -0.3% | +3.7% | +4.4% |
| 30D | -9.4% | +4.9% | -14.4% | -16.2% |
| 3M | -10.5% | +2.9% | -13.4% | -14.5% |
| 6M | -10.4% | +11.2% | -21.6% | -24.3% |
| YTD | +34.4% | +16.0% | +18.4% | +7.3% |
| 1Y | +27.7% | +17.0% | +10.7% | +0.9% |
| 3Y | +137.9% | +66.9% | +71.1% | +11.5% |
| 5Y | +147.0% | +65.8% | +81.2% | +21.4% |
| 10Y | +442.5% | +263.6% | +178.9% | -15.7% |
| All | +354.6% | +655.8% | -301.2% | -78.8% |
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