+387.6%
WCC vs VIG
+623.5%
-236.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.3% | +4.6% |
| 7D | +4.5% | -0.4% | +4.9% | +5.2% |
| 30D | -5.8% | -1.0% | -4.8% | -4.4% |
| 3M | -3.7% | +2.8% | -6.4% | -7.7% |
| 6M | +23.1% | +8.2% | +14.9% | +9.5% |
| YTD | +44.2% | +11.0% | +33.1% | +23.4% |
| 1Y | +62.1% | +16.1% | +45.9% | +29.6% |
| 3Y | +121.1% | +56.2% | +65.0% | +15.4% |
| 5Y | +214.0% | +63.0% | +151.0% | +58.8% |
| 10Y | +472.8% | +241.4% | +231.4% | -1.5% |
| All | +387.6% | +623.5% | -236.0% | -75.6% |
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