+18.3%
WCN vs VIG
+55.4%
-37.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -1.7% | -1.2% | -0.6% | -1.1% |
| 30D | -3.0% | -2.8% | -0.2% | -1.5% |
| 3M | +2.5% | +2.5% | +0.1% | +1.1% |
| 6M | -5.7% | +8.1% | -13.8% | -10.0% |
| YTD | -7.4% | +9.6% | -17.0% | -12.2% |
| 1Y | -8.6% | +14.2% | -22.8% | -15.5% |
| All | +18.3% | +55.4% | -37.2% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling