+3,581.6%
WDC vs VIG
+617.8%
+2,963.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.3% |
| 7D | +6.0% | -0.4% | +6.4% | +6.5% |
| 30D | +9.9% | -2.1% | +12.0% | +13.1% |
| 3M | -9.4% | +3.3% | -12.7% | -13.9% |
| 6M | +94.7% | +9.3% | +85.5% | +72.1% |
| YTD | +177.4% | +10.1% | +167.2% | +144.1% |
| 1Y | +412.6% | +14.7% | +397.9% | +326.9% |
| 3Y | +1,359.8% | +56.9% | +1,302.8% | +699.0% |
| 5Y | +992.6% | +62.9% | +929.6% | +479.4% |
| 10Y | +1,245.5% | +241.3% | +1,004.2% | +176.3% |
| All | +3,581.6% | +617.8% | +2,963.8% | +188.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling