+682.0%
WDC vs VIG
+262.6%
+419.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +16.3% | +3.1% | +13.2% | +11.2% |
| 30D | -18.3% | +5.0% | -23.3% | -23.7% |
| 3M | -31.4% | +2.7% | -34.1% | -34.0% |
| 6M | -36.3% | +11.0% | -47.2% | -45.7% |
| YTD | +80.8% | +16.0% | +64.9% | +46.1% |
| 1Y | +87.7% | +16.3% | +71.4% | +51.7% |
| 3Y | +819.4% | +66.8% | +752.6% | +340.7% |
| 5Y | +583.2% | +64.8% | +518.4% | +240.1% |
| All | +682.0% | +262.6% | +419.3% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling