+1,526.6%
WCN vs VIG
+617.8%
+908.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -0.4% | -0.4% | 0.0% | -0.1% |
| 30D | -2.1% | -2.1% | 0.0% | -0.5% |
| 3M | +6.4% | +3.3% | +3.0% | +3.6% |
| 6M | -3.7% | +9.3% | -13.0% | -10.3% |
| YTD | -6.4% | +10.1% | -16.5% | -13.2% |
| 1Y | -7.9% | +14.7% | -22.7% | -17.4% |
| 3Y | +20.8% | +56.9% | -36.1% | -15.7% |
| 5Y | +29.0% | +62.9% | -33.9% | -13.3% |
| 10Y | +236.4% | +241.3% | -5.0% | +25.0% |
| All | +1,526.6% | +617.8% | +908.8% | +242.1% |
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