+347.1%
WCC vs VIG
+655.8%
-308.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +9.9% | +3.5% | +6.5% | +4.2% |
| 30D | -8.4% | +4.9% | -13.4% | -15.3% |
| 3M | -10.3% | +2.5% | -12.9% | -13.8% |
| 6M | -10.5% | +11.0% | -21.5% | -24.1% |
| YTD | +32.2% | +16.0% | +16.2% | +5.6% |
| 1Y | +25.5% | +17.5% | +8.0% | -1.6% |
| 3Y | +134.7% | +67.0% | +67.7% | +9.8% |
| 5Y | +139.9% | +64.8% | +75.1% | +19.1% |
| 10Y | +433.5% | +263.6% | +169.9% | -17.1% |
| All | +347.1% | +655.8% | -308.7% | -79.1% |
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